+303.4%
CME vs RNG
+234.5%
+68.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.8% |
| 7D | +3.9% | +4.6% | -0.7% | +3.6% |
| 30D | +11.3% | +0.4% | +10.9% | +11.2% |
| 3M | +19.6% | +11.4% | +8.1% | +18.4% |
| 6M | +8.1% | +95.7% | -87.6% | +2.4% |
| YTD | +20.4% | +162.9% | -142.5% | +10.5% |
| 1Y | +16.5% | +180.3% | -163.8% | +6.3% |
| 3Y | +66.4% | +188.3% | -121.9% | +47.3% |
| 5Y | +74.5% | -72.5% | +147.0% | +95.4% |
| All | +303.4% | +234.5% | +68.9% | +207.4% |
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