+49.2%
CF vs RNG
+171.6%
-122.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.8% | +2.6% |
| 7D | +4.8% | -6.0% | +10.8% | +4.4% |
| 30D | +9.7% | -7.4% | +17.1% | +9.3% |
| 3M | +1.2% | +14.6% | -13.3% | +2.3% |
| 6M | +7.4% | +61.5% | -54.2% | +11.0% |
| YTD | +60.5% | +155.7% | -95.1% | +72.0% |
| All | +49.2% | +171.6% | -122.3% | +57.5% |
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