+47.0%
CF vs RNG
+169.5%
-122.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | 0.0% |
| 7D | -0.9% | -6.2% | +5.3% | -1.2% |
| 30D | +6.9% | -8.0% | +15.0% | +6.5% |
| 3M | +4.8% | +15.7% | -10.9% | +6.0% |
| 6M | +4.7% | +60.3% | -55.7% | +8.1% |
| YTD | +56.5% | +153.8% | -97.3% | +67.6% |
| All | +47.0% | +169.5% | -122.5% | +54.6% |
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