+65.4%
CNP vs RRX
+68.3%
-2.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +2.5% | +12.6% | -10.2% | +2.0% |
| 30D | +4.0% | +10.6% | -6.5% | +3.6% |
| 3M | +1.6% | +4.6% | -3.0% | +1.4% |
| 6M | -1.7% | -13.6% | +11.9% | -1.5% |
| YTD | +8.6% | +29.4% | -20.8% | +6.6% |
| 1Y | +5.8% | +31.9% | -26.1% | +3.7% |
| All | +65.4% | +68.3% | -2.9% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling