+50.0%
CI vs RNG
-68.7%
+118.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | +0.1% | -6.2% | +6.4% | +0.2% |
| 30D | +4.7% | -8.0% | +12.7% | +4.7% |
| 3M | +5.2% | +15.7% | -10.5% | +4.9% |
| 6M | +3.8% | +60.3% | -56.6% | +3.0% |
| YTD | +9.2% | +153.8% | -144.6% | +7.2% |
| 1Y | +14.3% | +172.2% | -157.9% | +11.9% |
| 3Y | +8.4% | +174.8% | -166.4% | +5.1% |
| 5Y | +50.0% | -68.6% | +118.7% | +62.2% |
| All | +50.0% | -68.7% | +118.7% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling