+132.5%
CNP vs RRX
+228.4%
-95.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.8% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -2.9% | -6.1% | +3.2% | -1.6% |
| 3M | -7.5% | -23.1% | +15.5% | -3.0% |
| 6M | -7.9% | -19.5% | +11.6% | -5.6% |
| YTD | +3.7% | +16.1% | -12.3% | -4.1% |
| 1Y | +4.6% | +12.9% | -8.3% | -3.3% |
| 3Y | +49.1% | +7.9% | +41.2% | +31.6% |
| 5Y | +69.2% | +19.1% | +50.1% | +35.8% |
| All | +132.5% | +228.4% | -95.9% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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