+1,914.6%
CLS vs RNG
+234.5%
+1,680.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.3% |
| 7D | +16.3% | +4.6% | +11.7% | +15.6% |
| 30D | -25.7% | +0.4% | -26.1% | -25.6% |
| 3M | -30.9% | +11.4% | -42.3% | -32.0% |
| 6M | -35.5% | +95.7% | -131.2% | -42.4% |
| YTD | -18.7% | +162.9% | -181.6% | -32.5% |
| 1Y | -17.9% | +180.3% | -198.2% | -32.7% |
| 3Y | +838.1% | +188.3% | +649.7% | +642.7% |
| 5Y | +1,971.9% | -72.5% | +2,044.4% | +2,001.4% |
| All | +1,914.6% | +234.5% | +1,680.1% | +1,086.8% |
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