+103.2%
CB vs RNG
-69.1%
+172.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.7% |
| 7D | +0.2% | -11.3% | +11.6% | +0.6% |
| 30D | +9.1% | -5.7% | +14.7% | +9.2% |
| 3M | +3.4% | +16.8% | -13.4% | +2.8% |
| 6M | +14.1% | +58.5% | -44.4% | +12.1% |
| YTD | +18.0% | +151.3% | -133.3% | +14.1% |
| 1Y | +30.1% | +169.0% | -138.9% | +25.5% |
| 3Y | +71.8% | +156.9% | -85.1% | +64.2% |
| All | +103.2% | -69.1% | +172.3% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling