+208.5%
CFG vs RNG
+234.5%
-25.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +3.2% | +4.6% | -1.4% | +2.5% |
| 30D | +5.1% | +0.4% | +4.7% | +4.9% |
| 3M | -11.2% | +11.4% | -22.7% | -13.1% |
| 6M | +9.6% | +95.7% | -86.1% | -2.9% |
| YTD | +15.0% | +162.9% | -147.9% | -5.0% |
| 1Y | +29.9% | +180.3% | -150.4% | +6.0% |
| 3Y | +192.1% | +188.3% | +3.7% | +131.9% |
| 5Y | +62.3% | -72.5% | +134.8% | +63.4% |
| All | +208.5% | +234.5% | -25.9% | +87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling