+487.0%
CF vs RNG
+259.3%
+227.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -0.9% | -6.2% | +5.3% | -0.5% |
| 30D | +6.9% | -8.0% | +15.0% | +7.3% |
| 3M | +4.8% | +15.7% | -10.9% | +3.7% |
| 6M | +4.7% | +60.3% | -55.7% | +1.0% |
| YTD | +56.5% | +153.8% | -97.3% | +45.0% |
| 1Y | +48.4% | +172.2% | -123.7% | +36.7% |
| 3Y | +59.1% | +174.8% | -115.7% | +43.6% |
| 5Y | +109.5% | -68.6% | +178.2% | +123.9% |
| 10Y | +487.0% | +248.2% | +238.8% | +172.7% |
| All | +487.0% | +259.3% | +227.7% | +172.7% |
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 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