+326.8%
CFG vs RNG
+505.7%
-178.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.5% |
| 7D | +0.7% | -6.0% | +6.7% | +1.7% |
| 30D | +2.8% | -7.4% | +10.1% | +3.8% |
| 3M | -10.1% | +14.6% | -24.7% | -12.4% |
| 6M | +3.2% | +61.5% | -58.3% | -6.0% |
| YTD | +14.2% | +155.7% | -141.5% | -5.6% |
| 1Y | +27.4% | +172.5% | -145.1% | +4.1% |
| 3Y | +187.6% | +168.0% | +19.6% | +129.8% |
| 5Y | +65.7% | -73.8% | +139.5% | +71.4% |
| 10Y | +219.7% | +240.3% | -20.6% | +90.2% |
| All | +326.8% | +505.7% | -178.9% | +135.9% |
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