+1.1%
CHD vs RNG
+120.1%
-119.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.3% |
| 7D | -4.7% | -9.6% | +4.9% | -4.7% |
| 30D | -8.3% | +8.8% | -17.1% | -8.3% |
| 3M | -4.0% | +78.6% | -82.7% | -3.8% |
| 6M | -6.5% | +70.3% | -76.8% | -6.3% |
| YTD | +13.1% | +140.3% | -127.3% | +13.3% |
| 1Y | +2.3% | +126.6% | -124.3% | +2.5% |
| All | +1.1% | +120.1% | -119.0% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling