+394.1%
CB vs RNG
+320.7%
+73.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.6% |
| 7D | +0.2% | -11.3% | +11.6% | +0.9% |
| 30D | +9.1% | -5.7% | +14.7% | +9.3% |
| 3M | +3.4% | +16.8% | -13.4% | +2.4% |
| 6M | +14.1% | +58.5% | -44.4% | +10.7% |
| YTD | +18.0% | +151.3% | -133.3% | +11.1% |
| 1Y | +30.1% | +169.0% | -138.9% | +22.0% |
| 3Y | +71.8% | +156.9% | -85.1% | +58.9% |
| 5Y | +101.8% | -69.0% | +170.8% | +109.1% |
| 10Y | +252.1% | +262.0% | -9.8% | +182.4% |
| All | +394.1% | +320.7% | +73.4% | +289.0% |
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