-51.1%
CPNG vs RGEN
-44.2%
-6.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -5.4% | -2.9% | -2.5% | -4.6% |
| 30D | -11.1% | -0.1% | -11.0% | -11.2% |
| 3M | -3.0% | +25.9% | -28.9% | -10.4% |
| 6M | -23.5% | +35.2% | -58.7% | -31.5% |
| YTD | -37.8% | +0.5% | -38.3% | -39.0% |
| 1Y | -54.3% | +37.0% | -91.3% | -59.9% |
| 3Y | -20.8% | +2.0% | -22.8% | -28.9% |
| 5Y | -51.1% | -44.2% | -6.9% | -52.6% |
| All | -51.1% | -44.2% | -6.8% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling