+39.0%
RGEN vs CNI
+29.8%
+9.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -4.9% | -2.1% | -2.8% | -4.2% |
| 30D | +5.7% | -3.3% | +9.0% | +6.9% |
| 3M | +32.4% | +3.8% | +28.6% | +30.7% |
| 6M | +33.2% | +12.7% | +20.5% | +27.5% |
| YTD | +2.3% | +26.3% | -24.0% | -4.8% |
| 1Y | +39.0% | +29.9% | +9.1% | +26.8% |
| All | +39.0% | +29.8% | +9.2% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling