+188.5%
CFG vs RNG
+120.7%
+67.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.2% | -0.4% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | -3.7% | +11.4% | -15.1% | -5.5% |
| 3M | +9.5% | +72.1% | -62.6% | -1.3% |
| 6M | +22.2% | +67.9% | -45.7% | +9.3% |
| YTD | +22.3% | +144.3% | -122.0% | -1.6% |
| 1Y | +39.4% | +117.5% | -78.1% | +15.1% |
| 3Y | +188.5% | +123.9% | +64.6% | +116.5% |
| All | +188.5% | +120.7% | +67.8% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling