+467.4%
CF vs RNG
+240.3%
+227.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.8% | +2.5% |
| 7D | +4.8% | -6.0% | +10.8% | +5.1% |
| 30D | +9.7% | -7.4% | +17.1% | +10.1% |
| 3M | +1.2% | +14.6% | -13.3% | +0.2% |
| 6M | +7.4% | +61.5% | -54.2% | +3.6% |
| YTD | +60.5% | +155.7% | -95.1% | +48.8% |
| 1Y | +50.7% | +172.5% | -121.7% | +39.0% |
| 3Y | +64.8% | +168.0% | -103.2% | +49.2% |
| 5Y | +115.8% | -73.8% | +189.6% | +136.2% |
| All | +467.4% | +240.3% | +227.2% | +177.8% |
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