+404.4%
RGEN vs CNI
+138.2%
+266.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | -1.4% | -0.4% | -1.1% | -1.2% |
| 30D | -0.3% | -2.7% | +2.4% | +1.3% |
| 3M | +23.9% | +3.9% | +20.0% | +21.0% |
| 6M | +38.5% | +16.4% | +22.2% | +26.0% |
| YTD | +0.8% | +25.8% | -25.0% | -12.8% |
| 1Y | +38.2% | +32.4% | +5.8% | +15.7% |
| 3Y | +1.3% | +19.1% | -17.8% | -9.6% |
| 5Y | -44.0% | +13.6% | -57.6% | -48.6% |
| All | +404.4% | +138.2% | +266.2% | +237.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling