+105.2%
CNH vs RNG
+234.5%
-129.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +3.0% | +4.6% | -1.6% | +2.4% |
| 30D | -0.6% | +0.4% | -1.0% | -0.8% |
| 3M | +14.6% | +11.4% | +3.2% | +12.6% |
| 6M | +11.8% | +95.7% | -83.9% | +0.6% |
| YTD | +30.4% | +162.9% | -132.5% | +10.0% |
| 1Y | +19.1% | +180.3% | -161.2% | -0.5% |
| 3Y | +30.2% | +188.3% | -158.2% | +5.8% |
| 5Y | -17.8% | -72.5% | +54.7% | -14.6% |
| All | +105.2% | +234.5% | -129.2% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling