+2,005.0%
CLS vs RNG
-74.0%
+2,079.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.4% | +6.1% | +8.1% |
| 7D | +2.8% | -3.5% | +6.3% | +3.5% |
| 30D | -30.1% | -3.8% | -26.3% | -29.5% |
| 3M | -21.7% | +18.6% | -40.3% | -24.0% |
| 6M | -36.2% | +69.2% | -105.4% | -42.5% |
| YTD | -17.8% | +161.9% | -179.7% | -34.0% |
| 1Y | -26.8% | +176.2% | -203.0% | -42.0% |
| 3Y | +853.4% | +174.5% | +678.9% | +622.5% |
| 5Y | +2,005.0% | -71.9% | +2,077.0% | +2,139.3% |
| All | +2,005.0% | -74.0% | +2,079.0% | +2,139.3% |
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