+141.0%
CI vs RNG
+215.2%
-74.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -1.1% | -4.1% | +2.9% | -0.9% |
| 30D | +0.5% | +8.6% | -8.2% | 0.0% |
| 3M | -5.2% | +78.0% | -83.2% | -8.5% |
| 6M | +4.3% | +67.0% | -62.7% | +0.6% |
| YTD | +2.8% | +142.4% | -139.6% | -3.8% |
| 1Y | -5.8% | +120.4% | -126.3% | -11.4% |
| 3Y | +4.7% | +122.1% | -117.4% | -3.4% |
| 5Y | +42.7% | -69.8% | +112.5% | +56.3% |
| 10Y | +141.0% | +223.4% | -82.4% | +74.5% |
| All | +141.0% | +215.2% | -74.3% | +74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling