+303.0%
CI vs RNG
+327.7%
-24.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.1% |
| 7D | +1.3% | +5.8% | -4.5% | +0.9% |
| 30D | +4.4% | +19.6% | -15.2% | +3.3% |
| 3M | +0.7% | +67.0% | -66.4% | -2.8% |
| 6M | +0.3% | +88.4% | -88.0% | -4.3% |
| YTD | +3.8% | +155.5% | -151.7% | -3.7% |
| 1Y | -5.5% | +141.7% | -147.2% | -12.2% |
| 3Y | +8.1% | +131.1% | -123.0% | -1.2% |
| 5Y | +42.8% | -70.6% | +113.4% | +54.4% |
| 10Y | +143.9% | +228.2% | -84.3% | +91.8% |
| All | +303.0% | +327.7% | -24.7% | +210.3% |
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 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