-63.1%
CAPR vs RNG
+99.4%
-162.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | -0.2% |
| 7D | -2.0% | +5.8% | -7.8% | +0.3% |
| 30D | +139.2% | +19.6% | +119.6% | +154.4% |
| 3M | -66.4% | +67.0% | -133.4% | -57.6% |
| 6M | -63.1% | +88.4% | -151.5% | -56.3% |
| All | -63.1% | +99.4% | -162.6% | -56.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling