+361.0%
CB vs RNG
+327.7%
+33.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.7% |
| 7D | +0.5% | +5.8% | -5.3% | +0.2% |
| 30D | -3.1% | +19.6% | -22.7% | -4.0% |
| 3M | +9.0% | +67.0% | -58.1% | +5.8% |
| 6M | +2.9% | +88.4% | -85.5% | -1.1% |
| YTD | +10.1% | +155.5% | -145.4% | +3.7% |
| 1Y | +22.8% | +141.7% | -118.9% | +15.8% |
| 3Y | +73.8% | +131.1% | -57.3% | +61.9% |
| 5Y | +99.2% | -70.6% | +169.8% | +107.3% |
| 10Y | +218.2% | +228.2% | -10.0% | +157.5% |
| All | +361.0% | +327.7% | +33.3% | +263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling