-22.4%
CPNG vs RGEN
+1.9%
-24.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -5.4% | -2.9% | -2.5% | -4.9% |
| 30D | -11.1% | -0.1% | -11.0% | -11.1% |
| 3M | -3.0% | +25.9% | -28.9% | -7.5% |
| 6M | -23.5% | +35.2% | -58.7% | -28.3% |
| YTD | -37.8% | +0.5% | -38.3% | -38.5% |
| 1Y | -54.3% | +37.0% | -91.3% | -57.5% |
| All | -22.4% | +1.9% | -24.3% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling