+34.8%
CF vs RNG
+179.4%
-144.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -6.9% | -9.6% | +2.7% | -7.4% |
| 30D | -3.7% | -1.4% | -2.3% | -3.7% |
| 3M | -5.0% | +28.8% | -33.7% | -3.4% |
| 6M | -10.5% | +65.6% | -76.1% | -7.4% |
| YTD | +46.5% | +171.4% | -124.9% | +57.1% |
| 1Y | +34.8% | +185.3% | -150.5% | +40.7% |
| All | +34.8% | +179.4% | -144.6% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling