+53.4%
CL vs RNG
+216.3%
-162.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | -0.2% |
| 7D | -1.4% | -0.8% | -0.5% | -1.3% |
| 30D | -5.2% | +11.4% | -16.6% | -5.7% |
| 3M | +3.3% | +72.1% | -68.8% | +0.5% |
| 6M | -4.4% | +67.9% | -72.3% | -7.1% |
| YTD | +13.9% | +144.3% | -130.4% | +8.3% |
| 1Y | +7.6% | +117.5% | -109.9% | +2.7% |
| 3Y | +29.6% | +123.9% | -94.3% | +21.9% |
| 5Y | +28.1% | -70.1% | +98.2% | +34.9% |
| 10Y | +53.4% | +215.9% | -162.5% | +42.2% |
| All | +53.4% | +216.3% | -162.9% | +42.2% |
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 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