+67.6%
CF vs RNG
+180.9%
-113.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.4% |
| 7D | +5.4% | +2.3% | +3.1% | +5.4% |
| 30D | +6.5% | -3.4% | +9.9% | +6.5% |
| 3M | +4.6% | +20.9% | -16.3% | +4.6% |
| 6M | -3.3% | +82.2% | -85.5% | -3.4% |
| YTD | +63.9% | +164.6% | -100.7% | +62.0% |
| 1Y | +50.4% | +177.0% | -126.6% | +48.3% |
| All | +67.6% | +180.9% | -113.3% | +58.4% |
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