+541.3%
CME vs RNG
+327.7%
+213.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | 0.0% |
| 7D | -1.6% | +5.8% | -7.4% | -2.0% |
| 30D | +6.2% | +19.6% | -13.4% | +4.8% |
| 3M | +10.4% | +67.0% | -56.6% | +6.0% |
| 6M | -9.5% | +88.4% | -97.9% | -14.4% |
| YTD | +6.0% | +155.5% | -149.5% | -2.6% |
| 1Y | +9.3% | +141.7% | -132.4% | +0.6% |
| 3Y | +57.7% | +131.1% | -73.4% | +42.2% |
| 5Y | +77.7% | -70.6% | +148.3% | +91.5% |
| 10Y | +281.2% | +228.2% | +53.0% | +204.8% |
| All | +541.3% | +327.7% | +213.5% | +392.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling