+132.5%
CNP vs RSG
+428.9%
-296.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.6% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -2.9% | +4.0% | -6.9% | -5.6% |
| 3M | -7.5% | +7.4% | -14.9% | -12.3% |
| 6M | -7.9% | +0.1% | -8.0% | -8.5% |
| YTD | +3.7% | +6.0% | -2.3% | -1.5% |
| 1Y | +4.6% | -3.0% | +7.6% | +5.7% |
| 3Y | +49.1% | +56.5% | -7.4% | +1.6% |
| 5Y | +69.2% | +90.9% | -21.7% | -4.6% |
| All | +132.5% | +428.9% | -296.5% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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