+256.8%
CG vs RNG
+327.7%
-70.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.7% |
| 7D | -4.3% | +5.8% | -10.1% | -5.6% |
| 30D | -5.1% | +19.6% | -24.7% | -9.0% |
| 3M | +8.7% | +67.0% | -58.3% | -5.0% |
| 6M | -9.2% | +88.4% | -97.6% | -24.0% |
| YTD | -18.9% | +155.5% | -174.3% | -38.1% |
| 1Y | -25.6% | +141.7% | -167.3% | -42.7% |
| 3Y | +57.3% | +131.1% | -73.8% | +18.5% |
| 5Y | +10.2% | -70.6% | +80.7% | +16.6% |
| 10Y | +364.2% | +228.2% | +136.0% | +185.5% |
| All | +256.8% | +327.7% | -70.9% | +108.8% |
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 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