+848.2%
CLS vs RNG
+177.9%
+670.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.4% | +6.1% | +8.2% |
| 7D | +2.8% | -3.5% | +6.3% | +3.3% |
| 30D | -30.1% | -3.8% | -26.3% | -29.7% |
| 3M | -21.7% | +18.6% | -40.3% | -23.0% |
| 6M | -36.2% | +69.2% | -105.4% | -39.7% |
| YTD | -17.8% | +161.9% | -179.7% | -28.8% |
| 1Y | -26.8% | +176.2% | -203.0% | -37.4% |
| All | +848.2% | +177.9% | +670.2% | +669.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling