-69.9%
CPNG vs RGEN
-12.1%
-57.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | -6.3% | -0.9% | -5.4% | -6.0% |
| 30D | -8.7% | +2.8% | -11.6% | -9.6% |
| 3M | -2.4% | +34.5% | -36.9% | -11.8% |
| 6M | -22.3% | +40.5% | -62.8% | -31.5% |
| YTD | -37.2% | +2.8% | -40.1% | -38.9% |
| 1Y | -53.0% | +39.6% | -92.6% | -59.0% |
| 3Y | -20.0% | +4.4% | -24.4% | -29.0% |
| 5Y | -52.8% | -42.8% | -10.0% | -52.3% |
| All | -69.9% | -12.1% | -57.8% | -75.3% |
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