+78.7%
CME vs RNG
-70.1%
+148.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.2% |
| 7D | -2.4% | -9.6% | +7.2% | -2.1% |
| 30D | +6.2% | +8.8% | -2.6% | +5.9% |
| 3M | +4.4% | +78.6% | -74.2% | +2.5% |
| 6M | -9.6% | +70.3% | -79.9% | -11.4% |
| YTD | +3.8% | +140.3% | -136.6% | +0.4% |
| 1Y | +9.5% | +126.6% | -117.1% | +6.1% |
| 3Y | +51.9% | +120.2% | -68.3% | +45.5% |
| 5Y | +78.7% | -68.3% | +147.0% | +88.5% |
| All | +78.7% | -70.1% | +148.8% | +88.5% |
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