+50.9%
CME vs RNG
+122.1%
-71.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -1.1% | -4.1% | +2.9% | -1.2% |
| 30D | +4.2% | +8.6% | -4.5% | +4.3% |
| 3M | +7.3% | +78.0% | -70.6% | +8.5% |
| 6M | -11.4% | +67.0% | -78.4% | -10.6% |
| YTD | +3.5% | +142.4% | -138.9% | +5.5% |
| 1Y | +8.6% | +120.4% | -111.8% | +10.4% |
| All | +50.9% | +122.1% | -71.2% | +54.4% |
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 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