+69.9%
CNP vs RRX
+16.5%
+53.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | +0.7% | -0.7% | +1.4% | +0.7% |
| 30D | -0.1% | -8.0% | +7.9% | +0.5% |
| 3M | -5.6% | -25.1% | +19.4% | -4.0% |
| 6M | -7.5% | -18.3% | +10.8% | -6.8% |
| YTD | +5.5% | +14.2% | -8.7% | +2.8% |
| 1Y | +8.3% | +13.0% | -4.7% | +5.4% |
| 3Y | +51.8% | +4.2% | +47.6% | +46.4% |
| 5Y | +69.9% | +17.9% | +52.0% | +55.0% |
| All | +69.9% | +16.5% | +53.3% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling