+29.1%
CFG vs RNG
+178.5%
-149.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.8% |
| 7D | +1.6% | +2.3% | -0.7% | +1.5% |
| 30D | +3.3% | -3.4% | +6.7% | +3.4% |
| 3M | -11.5% | +20.9% | -32.4% | -12.1% |
| 6M | +6.2% | +82.2% | -76.0% | +3.8% |
| YTD | +14.3% | +164.6% | -150.4% | +8.7% |
| All | +29.1% | +178.5% | -149.5% | +17.2% |
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