+167.4%
CNP vs RNG
+343.0%
-175.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +2.5% | +2.3% | +0.2% | +2.3% |
| 30D | +4.0% | -3.4% | +7.4% | +4.2% |
| 3M | +1.6% | +20.9% | -19.3% | +0.2% |
| 6M | -1.7% | +82.2% | -83.9% | -6.1% |
| YTD | +8.6% | +164.6% | -156.0% | +0.2% |
| 1Y | +5.8% | +177.0% | -171.2% | -2.8% |
| 3Y | +63.0% | +177.4% | -114.4% | +46.8% |
| 5Y | +74.7% | -72.3% | +147.0% | +84.3% |
| 10Y | +143.7% | +238.9% | -95.2% | +103.8% |
| All | +167.4% | +343.0% | -175.7% | +118.6% |
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