+199.0%
CG vs RNG
+343.0%
-144.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.3% | -4.5% |
| 7D | -1.5% | +2.3% | -3.8% | -2.0% |
| 30D | +5.7% | -3.4% | +9.1% | +6.3% |
| 3M | -17.9% | +20.9% | -38.8% | -21.9% |
| 6M | -20.2% | +82.2% | -102.4% | -32.4% |
| YTD | -32.0% | +164.6% | -196.6% | -48.8% |
| 1Y | -27.0% | +177.0% | -204.0% | -45.7% |
| 3Y | +42.8% | +177.4% | -134.6% | +3.0% |
| 5Y | -23.4% | -72.3% | +48.9% | -18.0% |
| 10Y | +278.2% | +238.9% | +39.3% | +130.0% |
| All | +199.0% | +343.0% | -144.0% | +72.7% |
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