+6.2%
CG vs RNG
-69.9%
+76.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -6.4% | -4.1% | -2.4% | -5.4% |
| 30D | -7.1% | +8.6% | -15.7% | -9.2% |
| 3M | -1.6% | +78.0% | -79.6% | -17.2% |
| 6M | -8.3% | +67.0% | -75.4% | -22.8% |
| YTD | -23.8% | +142.4% | -166.2% | -43.9% |
| 1Y | -28.7% | +120.4% | -149.2% | -46.3% |
| 3Y | +49.2% | +122.1% | -73.0% | +7.0% |
| All | +6.2% | -69.9% | +76.0% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling