+14,571.1%
RGEN vs CNI
+6,494.7%
+8,076.5%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -1.8% |
| 7D | -4.6% | +0.9% | -5.4% | -4.9% |
| 30D | +1.2% | -2.1% | +3.3% | +2.1% |
| 3M | +26.8% | +1.8% | +25.0% | +25.9% |
| 6M | +29.1% | +14.8% | +14.3% | +21.7% |
| YTD | +0.7% | +25.4% | -24.7% | -8.6% |
| 1Y | +39.1% | +32.9% | +6.1% | +23.1% |
| 3Y | +2.2% | +20.2% | -17.9% | -5.3% |
| 5Y | -44.0% | +12.2% | -56.1% | -46.5% |
| 10Y | +412.7% | +136.0% | +276.7% | +268.1% |
| All | +14,571.1% | +6,494.7% | +8,076.5% | +5,459.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling