+328.7%
CFG vs RNG
+501.3%
-172.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +2.0% | +2.8% |
| 7D | +0.3% | -6.2% | +6.5% | +1.3% |
| 30D | +3.2% | -8.0% | +11.3% | +4.4% |
| 3M | -9.7% | +15.7% | -25.4% | -12.2% |
| 6M | +3.6% | +60.3% | -56.7% | -5.5% |
| YTD | +14.7% | +153.8% | -139.1% | -5.1% |
| 1Y | +29.6% | +172.2% | -142.6% | +5.9% |
| 3Y | +190.6% | +174.8% | +15.7% | +131.3% |
| 5Y | +67.1% | -68.6% | +135.7% | +68.3% |
| 10Y | +237.0% | +248.2% | -11.2% | +99.7% |
| All | +328.7% | +501.3% | -172.6% | +137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling