+159.0%
CNP vs RNG
+327.7%
-168.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.5% |
| 7D | +1.1% | +5.8% | -4.7% | +0.7% |
| 30D | -1.8% | +19.6% | -21.4% | -3.0% |
| 3M | -4.6% | +67.0% | -71.7% | -8.1% |
| 6M | -8.8% | +88.4% | -97.2% | -13.2% |
| YTD | +5.2% | +155.5% | -150.2% | -2.5% |
| 1Y | +8.3% | +141.7% | -133.4% | +0.5% |
| 3Y | +54.9% | +131.1% | -76.2% | +41.5% |
| 5Y | +73.5% | -70.6% | +144.1% | +81.5% |
| 10Y | +139.1% | +228.2% | -89.1% | +100.6% |
| All | +159.0% | +327.7% | -168.7% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling