+89.6%
CL vs RNG
+234.5%
-144.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.8% |
| 7D | +3.2% | +4.6% | -1.4% | +3.0% |
| 30D | +8.0% | +0.4% | +7.6% | +7.9% |
| 3M | +7.9% | +11.4% | -3.5% | +7.1% |
| 6M | +14.7% | +95.7% | -80.9% | +10.7% |
| YTD | +29.2% | +162.9% | -133.7% | +22.1% |
| 1Y | +29.5% | +180.3% | -150.7% | +22.1% |
| 3Y | +40.7% | +188.3% | -147.7% | +30.4% |
| 5Y | +43.9% | -72.5% | +116.4% | +53.7% |
| All | +89.6% | +234.5% | -144.9% | +77.6% |
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