+110.5%
CNC vs RNG
+179.4%
-68.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.2% | +12.9% | +12.6% |
| 7D | +13.4% | -9.6% | +22.9% | +13.7% |
| 30D | +18.2% | -1.4% | +19.6% | +18.2% |
| 3M | +18.6% | +28.8% | -10.1% | +17.6% |
| 6M | +41.9% | +65.6% | -23.7% | +39.5% |
| YTD | +84.7% | +171.4% | -86.7% | +83.9% |
| 1Y | +110.5% | +185.3% | -74.8% | +102.9% |
| All | +110.5% | +179.4% | -68.9% | +102.9% |
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