+41.9%
CI vs RNG
-70.8%
+112.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.5% | -1.8% |
| 7D | -2.0% | -0.8% | -1.2% | -2.0% |
| 30D | -1.8% | +11.4% | -13.2% | -2.0% |
| 3M | -4.2% | +72.1% | -76.3% | -5.1% |
| 6M | +2.7% | +67.9% | -65.2% | +1.7% |
| YTD | +1.9% | +144.3% | -142.4% | -0.1% |
| 1Y | -6.3% | +117.5% | -123.8% | -7.8% |
| 3Y | +3.9% | +123.9% | -120.0% | +1.1% |
| 5Y | +41.9% | -70.1% | +112.0% | +55.3% |
| All | +41.9% | -70.8% | +112.7% | +55.3% |
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