+2.8%
CAG vs RNG
+305.9%
-303.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -6.6% | -4.1% | -2.6% | -6.5% |
| 30D | +2.3% | +8.6% | -6.3% | +1.9% |
| 3M | +16.3% | +78.0% | -61.7% | +13.6% |
| 6M | -16.0% | +67.0% | -83.1% | -17.9% |
| YTD | -7.7% | +142.4% | -150.1% | -11.3% |
| 1Y | -16.0% | +120.4% | -136.5% | -19.1% |
| 3Y | -37.7% | +122.1% | -159.8% | -40.6% |
| 5Y | -41.2% | -69.8% | +28.6% | -39.3% |
| 10Y | -33.8% | +223.4% | -257.2% | -43.5% |
| All | +2.8% | +305.9% | -303.1% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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