+72.4%
CNP vs RNG
-71.9%
+144.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +2.5% | +2.3% | +0.2% | +2.4% |
| 30D | +4.0% | -3.4% | +7.4% | +4.1% |
| 3M | +1.6% | +20.9% | -19.3% | +0.9% |
| 6M | -1.7% | +82.2% | -83.9% | -4.2% |
| YTD | +8.6% | +164.6% | -156.0% | +3.7% |
| 1Y | +5.8% | +177.0% | -171.2% | +0.8% |
| 3Y | +63.0% | +177.4% | -114.4% | +52.8% |
| All | +72.4% | -71.9% | +144.3% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling