+202.1%
CG vs RNG
+340.1%
-138.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +0.2% | +4.6% | -4.4% | -0.9% |
| 30D | +11.2% | +0.4% | +10.8% | +10.7% |
| 3M | -22.1% | +11.4% | -33.5% | -24.5% |
| 6M | -17.9% | +95.7% | -113.6% | -31.6% |
| YTD | -31.3% | +162.9% | -194.2% | -48.2% |
| 1Y | -24.0% | +180.3% | -204.2% | -43.6% |
| 3Y | +45.0% | +188.3% | -143.4% | +3.6% |
| 5Y | -22.6% | -72.5% | +49.9% | -17.0% |
| 10Y | +282.1% | +236.7% | +45.4% | +132.8% |
| All | +202.1% | +340.1% | -138.0% | +74.7% |
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