+304.1%
CFG vs RNG
+223.4%
+80.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.5% |
| 7D | -1.7% | -9.6% | +7.9% | -0.2% |
| 30D | -4.6% | +8.8% | -13.4% | -6.0% |
| 3M | +7.9% | +78.6% | -70.7% | -2.3% |
| 6M | +19.9% | +70.3% | -50.4% | +8.1% |
| YTD | +21.7% | +140.3% | -118.6% | +2.2% |
| 1Y | +38.4% | +126.6% | -88.2% | +17.1% |
| 3Y | +187.0% | +120.2% | +66.8% | +137.6% |
| 5Y | +99.5% | -68.3% | +167.8% | +98.2% |
| All | +304.1% | +223.4% | +80.7% | +141.0% |
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