+30.0%
CL vs RNG
-70.5%
+100.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.4% |
| 7D | -2.2% | +5.8% | -8.0% | -2.3% |
| 30D | -4.8% | +19.6% | -24.5% | -5.1% |
| 3M | +4.9% | +67.0% | -62.1% | +3.9% |
| 6M | -5.7% | +88.4% | -94.1% | -6.8% |
| YTD | +14.4% | +155.5% | -141.1% | +12.4% |
| 1Y | +8.7% | +141.7% | -132.9% | +6.9% |
| 3Y | +30.0% | +131.1% | -101.1% | +27.1% |
| All | +30.0% | -70.5% | +100.6% | +23.9% |
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 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