+330.0%
CMG vs RNG
+305.9%
+24.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -6.5% | -4.1% | -2.4% | -5.9% |
| 30D | +12.1% | +8.6% | +3.5% | +10.4% |
| 3M | +20.6% | +78.0% | -57.4% | +7.9% |
| 6M | +2.1% | +67.0% | -64.9% | -8.7% |
| YTD | -2.6% | +142.4% | -145.1% | -20.1% |
| 1Y | -8.7% | +120.4% | -129.1% | -23.9% |
| 3Y | -7.4% | +122.1% | -129.5% | -26.4% |
| 5Y | -5.7% | -69.8% | +64.2% | +1.8% |
| 10Y | +322.3% | +223.4% | +99.0% | +205.0% |
| All | +330.0% | +305.9% | +24.1% | +194.6% |
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