-1.8%
CMS vs RNG
+176.7%
-178.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.7% |
| 7D | +1.7% | +4.6% | -2.9% | +1.9% |
| 30D | +6.2% | +0.4% | +5.8% | +6.2% |
| 3M | +0.6% | +11.4% | -10.8% | +0.8% |
| 6M | -1.8% | +95.7% | -97.4% | -0.6% |
| YTD | +3.8% | +162.9% | -159.0% | +5.5% |
| 1Y | -1.8% | +180.3% | -182.0% | -0.1% |
| All | -1.8% | +176.7% | -178.5% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling