+39.9%
CL vs RNG
-69.1%
+109.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.1% |
| 7D | +1.3% | -11.3% | +12.7% | +1.5% |
| 30D | +11.4% | -5.7% | +17.0% | +11.4% |
| 3M | +4.4% | +16.8% | -12.4% | +4.0% |
| 6M | +10.8% | +58.5% | -47.7% | +9.7% |
| YTD | +25.1% | +151.3% | -126.2% | +22.7% |
| 1Y | +28.0% | +169.0% | -141.0% | +25.3% |
| 3Y | +37.6% | +156.9% | -119.3% | +34.1% |
| All | +39.9% | -69.1% | +109.0% | +34.5% |
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