+73.0%
CF vs RNG
+135.4%
-62.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | -3.2% |
| 7D | +6.0% | +5.8% | +0.2% | +6.0% |
| 30D | +14.8% | +19.6% | -4.8% | +14.7% |
| 3M | +14.1% | +67.0% | -53.0% | +13.6% |
| 6M | +28.5% | +88.4% | -59.8% | +27.6% |
| YTD | +74.9% | +155.5% | -80.5% | +71.6% |
| 1Y | +61.7% | +141.7% | -80.0% | +58.8% |
| All | +73.0% | +135.4% | -62.3% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling