+112.0%
CF vs RNG
-69.1%
+181.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.7% |
| 7D | -3.2% | -11.3% | +8.2% | -3.0% |
| 30D | +4.3% | -5.7% | +10.0% | +4.4% |
| 3M | +2.8% | +16.8% | -14.0% | +2.4% |
| 6M | +0.6% | +58.5% | -57.8% | -0.6% |
| YTD | +56.6% | +151.3% | -94.7% | +52.0% |
| 1Y | +49.6% | +169.0% | -119.4% | +44.7% |
| 3Y | +61.5% | +156.9% | -95.4% | +55.0% |
| All | +112.0% | -69.1% | +181.1% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling