+246.7%
CB vs RNG
+247.5%
-0.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.5% |
| 7D | +0.7% | -6.0% | +6.7% | +1.0% |
| 30D | +8.2% | -7.4% | +15.5% | +8.5% |
| 3M | +6.3% | +14.6% | -8.3% | +5.4% |
| 6M | +16.2% | +61.5% | -45.3% | +13.0% |
| YTD | +19.3% | +155.7% | -136.3% | +13.0% |
| 1Y | +29.2% | +172.5% | -143.2% | +21.9% |
| 3Y | +71.4% | +168.0% | -96.6% | +59.5% |
| 5Y | +104.2% | -73.8% | +178.0% | +115.2% |
| 10Y | +246.7% | +240.3% | +6.4% | +192.1% |
| All | +246.7% | +247.5% | -0.8% | +192.1% |
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