+81.0%
CAPR vs RNG
+178.2%
-97.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +2.4% | +24.1% | +27.2% |
| 7D | +25.8% | -3.5% | +29.3% | +24.3% |
| 30D | +50.2% | -3.8% | +54.0% | +48.5% |
| 3M | +185.5% | +18.6% | +166.9% | +203.7% |
| 6M | -64.8% | +69.2% | -134.0% | -55.7% |
| YTD | -61.1% | +161.9% | -223.0% | -43.9% |
| 1Y | +81.0% | +176.2% | -95.3% | +376.4% |
| All | +81.0% | +178.2% | -97.2% | +376.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling