+1,867.7%
CNP vs RRC
+1,418.2%
+449.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -4.3% | -10.3% | +6.0% | -3.6% |
| 30D | +5.7% | +19.5% | -13.7% | +4.2% |
| 3M | +0.9% | +27.9% | -27.0% | -1.1% |
| 6M | -1.1% | +21.2% | -22.2% | -2.7% |
| YTD | +8.3% | +39.6% | -31.3% | +5.3% |
| 1Y | +5.9% | +31.3% | -25.4% | +3.4% |
| 3Y | +64.6% | +51.9% | +12.7% | +57.9% |
| 5Y | +74.6% | +110.2% | -35.6% | +60.8% |
| 10Y | +139.8% | +56.7% | +83.2% | +108.3% |
| All | +1,867.7% | +1,418.2% | +449.5% | +1,501.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling