+296.5%
CNC vs RNG
+305.9%
-9.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -4.9% | -4.1% | -0.8% | -4.4% |
| 30D | -3.8% | +8.6% | -12.4% | -4.7% |
| 3M | -3.2% | +78.0% | -81.2% | -9.9% |
| 6M | +47.9% | +67.0% | -19.2% | +37.8% |
| YTD | +55.7% | +142.4% | -86.8% | +37.3% |
| 1Y | +106.2% | +120.4% | -14.2% | +83.5% |
| 3Y | -2.1% | +122.1% | -124.2% | -15.5% |
| 5Y | +3.4% | -69.8% | +73.2% | +14.1% |
| 10Y | +91.7% | +223.4% | -131.7% | +18.7% |
| All | +296.5% | +305.9% | -9.4% | +129.9% |
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 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