+222.5%
CB vs RNG
+217.7%
+4.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +2.9% | -1.2% |
| 7D | -0.6% | -0.8% | +0.2% | -0.6% |
| 30D | -3.9% | +11.4% | -15.3% | -4.4% |
| 3M | +4.9% | +72.1% | -67.2% | +2.1% |
| 6M | +3.3% | +67.9% | -64.7% | +0.3% |
| YTD | +8.5% | +144.3% | -135.8% | +3.2% |
| 1Y | +22.1% | +117.5% | -95.5% | +16.5% |
| 3Y | +70.1% | +123.9% | -53.8% | +60.0% |
| 5Y | +97.4% | -70.1% | +167.5% | +105.1% |
| All | +222.5% | +217.7% | +4.8% | +177.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling