+3,641.2%
CLS vs RNG
-70.0%
+3,711.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.4% | +10.0% | +6.3% |
| 7D | +12.8% | -0.8% | +13.6% | +12.9% |
| 30D | +3.8% | +11.4% | -7.6% | +1.9% |
| 3M | -14.6% | +72.1% | -86.7% | -23.0% |
| 6M | +32.2% | +67.9% | -35.7% | +18.9% |
| YTD | +11.6% | +144.3% | -132.7% | -8.7% |
| 1Y | +35.1% | +117.5% | -82.5% | +12.8% |
| 3Y | +1,312.5% | +123.9% | +1,188.7% | +1,023.2% |
| All | +3,641.2% | -70.0% | +3,711.1% | +3,499.2% |
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