-7.1%
CMG vs RNG
+119.8%
-126.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.1% | -6.1% | +4.0% | -1.6% |
| 30D | +10.9% | +9.6% | +1.3% | +10.1% |
| 3M | +15.8% | +83.3% | -67.5% | +9.8% |
| 6M | +6.9% | +77.9% | -71.0% | +0.8% |
| YTD | -2.2% | +139.9% | -142.1% | -11.2% |
| 1Y | -7.1% | +121.7% | -128.7% | -15.1% |
| 3Y | -7.1% | +121.9% | -129.0% | -17.1% |
| All | -7.1% | +119.8% | -126.9% | -17.1% |
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