+190.6%
CFG vs RNG
+165.4%
+25.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +2.0% | +2.8% |
| 7D | +0.3% | -6.2% | +6.5% | +1.2% |
| 30D | +3.2% | -8.0% | +11.3% | +4.3% |
| 3M | -9.7% | +15.7% | -25.4% | -12.1% |
| 6M | +3.6% | +60.3% | -56.7% | -5.1% |
| YTD | +14.7% | +153.8% | -139.1% | -6.8% |
| 1Y | +29.6% | +172.2% | -142.6% | +3.3% |
| 3Y | +190.6% | +174.8% | +15.7% | +115.6% |
| All | +190.6% | +165.4% | +25.2% | +115.6% |
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 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