+394.0%
CAH vs RNG
-68.4%
+462.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -5.1% | -6.1% | +1.0% | -5.1% |
| 30D | +0.2% | +9.6% | -9.4% | +0.1% |
| 3M | +6.3% | +83.3% | -77.0% | +5.9% |
| 6M | +9.4% | +77.9% | -68.6% | +8.9% |
| YTD | +15.0% | +139.9% | -125.0% | +14.1% |
| 1Y | +55.4% | +121.7% | -66.2% | +54.5% |
| 3Y | +173.8% | +121.9% | +52.0% | +170.5% |
| All | +394.0% | -68.4% | +462.3% | +440.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling