+332.4%
CI vs RNG
+338.4%
-6.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.7% |
| 7D | -1.3% | -3.5% | +2.2% | -1.1% |
| 30D | +6.4% | -3.8% | +10.2% | +6.5% |
| 3M | +10.7% | +18.6% | -7.9% | +9.3% |
| 6M | +5.5% | +69.2% | -63.7% | +1.4% |
| YTD | +11.4% | +161.9% | -150.5% | +3.0% |
| 1Y | +15.0% | +176.2% | -161.2% | +5.9% |
| 3Y | +9.0% | +174.5% | -165.6% | -1.7% |
| 5Y | +52.0% | -71.9% | +123.9% | +65.7% |
| 10Y | +150.9% | +235.4% | -84.5% | +97.0% |
| All | +332.4% | +338.4% | -6.0% | +231.9% |
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