+5,556.5%
CNQ vs RGEN
+2,894.8%
+2,661.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +0.1% | -1.4% | +1.6% | +0.2% |
| 30D | +6.2% | -0.3% | +6.5% | +6.2% |
| 3M | +12.4% | +23.9% | -11.5% | +9.9% |
| 6M | +9.0% | +38.5% | -29.5% | +5.1% |
| YTD | +52.2% | +0.8% | +51.4% | +50.8% |
| 1Y | +65.0% | +38.2% | +26.8% | +58.5% |
| 3Y | +78.8% | +1.3% | +77.5% | +73.1% |
| 5Y | +286.0% | -44.0% | +330.0% | +285.0% |
| 10Y | +420.7% | +413.1% | +7.6% | +319.9% |
| All | +5,556.5% | +2,894.8% | +2,661.8% | +3,559.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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