+539.5%
CAH vs RNG
+309.1%
+230.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -2.5% |
| 7D | +0.5% | -0.8% | +1.3% | +0.5% |
| 30D | +1.7% | +11.4% | -9.7% | +1.1% |
| 3M | +17.9% | +72.1% | -54.2% | +14.1% |
| 6M | +10.9% | +67.9% | -57.0% | +7.2% |
| YTD | +17.9% | +144.3% | -126.5% | +10.8% |
| 1Y | +61.7% | +117.5% | -55.8% | +52.8% |
| 3Y | +183.7% | +123.9% | +59.9% | +163.0% |
| 5Y | +401.3% | -70.1% | +471.4% | +441.6% |
| 10Y | +293.7% | +215.9% | +77.8% | +205.2% |
| All | +539.5% | +309.1% | +230.4% | +382.4% |
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