+312.1%
CG vs RNG
+223.4%
+88.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -9.8% | -9.6% | -0.2% | -7.5% |
| 30D | -10.3% | +8.8% | -19.1% | -12.2% |
| 3M | -1.7% | +78.6% | -80.3% | -15.9% |
| 6M | -9.8% | +70.3% | -80.1% | -23.1% |
| YTD | -25.6% | +140.3% | -165.9% | -43.1% |
| 1Y | -32.5% | +126.6% | -159.1% | -47.8% |
| 3Y | +45.6% | +120.2% | -74.6% | +9.3% |
| 5Y | +3.7% | -68.3% | +72.0% | +8.1% |
| All | +312.1% | +223.4% | +88.7% | +143.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling