+362.4%
CFG vs RNG
+505.3%
-142.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.5% |
| 7D | +1.5% | +5.8% | -4.2% | +0.6% |
| 30D | -3.8% | +19.6% | -23.4% | -6.6% |
| 3M | +11.5% | +67.0% | -55.5% | +1.8% |
| 6M | +19.2% | +88.4% | -69.2% | +5.5% |
| YTD | +23.7% | +155.5% | -131.8% | +2.6% |
| 1Y | +38.8% | +141.7% | -102.8% | +15.9% |
| 3Y | +178.9% | +131.1% | +47.8% | +128.5% |
| 5Y | +101.8% | -70.6% | +172.4% | +105.4% |
| 10Y | +317.3% | +228.2% | +89.0% | +150.2% |
| All | +362.4% | +505.3% | -142.9% | +156.5% |
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 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