+1,812.7%
CNP vs RRC
+1,202.2%
+610.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +1.1% | +1.3% | -0.2% | +1.0% |
| 30D | -1.8% | +10.1% | -11.9% | -2.5% |
| 3M | -4.6% | +4.0% | -8.6% | -5.0% |
| 6M | -8.8% | +1.6% | -10.4% | -9.1% |
| YTD | +5.2% | +19.7% | -14.5% | +3.7% |
| 1Y | +8.3% | +21.4% | -13.1% | +6.4% |
| 3Y | +54.9% | +29.7% | +25.2% | +50.4% |
| 5Y | +73.5% | +153.9% | -80.4% | +57.6% |
| 10Y | +139.1% | +10.8% | +128.3% | +112.9% |
| All | +1,812.7% | +1,202.2% | +610.5% | +1,476.4% |
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 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