+220.7%
CF vs RNG
-70.5%
+291.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | -3.1% |
| 7D | +6.0% | +5.8% | +0.2% | +5.9% |
| 30D | +14.8% | +19.6% | -4.8% | +14.3% |
| 3M | +14.1% | +67.0% | -53.0% | +12.5% |
| 6M | +28.5% | +88.4% | -59.8% | +26.1% |
| YTD | +74.9% | +155.5% | -80.5% | +69.2% |
| 1Y | +61.7% | +141.7% | -80.0% | +56.5% |
| 3Y | +80.3% | +131.1% | -50.8% | +73.0% |
| All | +220.7% | -70.5% | +291.3% | +248.7% |
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