+38.2%
CFG vs RNG
+116.0%
-77.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -0.6% | -4.1% | +3.5% | -0.4% |
| 30D | -4.5% | +8.6% | -13.2% | -4.9% |
| 3M | +6.3% | +78.0% | -71.6% | +3.2% |
| 6M | +20.6% | +67.0% | -46.4% | +16.9% |
| YTD | +21.2% | +142.4% | -121.2% | +13.1% |
| 1Y | +38.2% | +120.4% | -82.3% | +27.8% |
| All | +38.2% | +116.0% | -77.8% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling