+9.5%
CME vs RNG
+120.2%
-110.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.2% |
| 7D | -2.4% | -9.6% | +7.2% | -2.3% |
| 30D | +6.2% | +8.8% | -2.6% | +6.1% |
| 3M | +4.4% | +78.6% | -74.2% | +4.0% |
| 6M | -9.6% | +70.3% | -79.9% | -10.4% |
| YTD | +3.8% | +140.3% | -136.6% | +2.1% |
| 1Y | +9.5% | +126.6% | -117.1% | +8.3% |
| All | +9.5% | +120.2% | -110.7% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling