+1,812.7%
CNP vs RRX
+3,904.5%
-2,091.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +1.1% | +3.4% | -2.4% | +0.4% |
| 30D | -1.8% | -11.1% | +9.3% | +0.4% |
| 3M | -4.6% | -23.7% | +19.1% | -0.5% |
| 6M | -8.8% | -22.0% | +13.1% | -6.2% |
| YTD | +5.2% | +16.5% | -11.2% | -0.7% |
| 1Y | +8.3% | +11.5% | -3.2% | +2.5% |
| 3Y | +54.9% | +1.5% | +53.4% | +43.4% |
| 5Y | +73.5% | +18.3% | +55.2% | +51.6% |
| 10Y | +139.1% | +209.8% | -70.7% | +67.0% |
| All | +1,812.7% | +3,904.5% | -2,091.8% | +961.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling