+139.8%
CNP vs RRC
+63.1%
+76.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -4.3% | -10.3% | +6.0% | -3.4% |
| 30D | +5.7% | +19.5% | -13.7% | +3.9% |
| 3M | +0.9% | +27.9% | -27.0% | -1.6% |
| 6M | -1.1% | +21.2% | -22.2% | -3.1% |
| YTD | +8.3% | +39.6% | -31.3% | +4.5% |
| 1Y | +5.9% | +31.3% | -25.4% | +2.7% |
| 3Y | +64.6% | +51.9% | +12.7% | +56.0% |
| 5Y | +74.6% | +110.2% | -35.6% | +57.4% |
| 10Y | +139.8% | +56.7% | +83.2% | +80.4% |
| All | +139.8% | +63.1% | +76.8% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling