+154.0%
CNH vs RNG
+222.9%
-68.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -5.7% | -6.1% | +0.4% | -4.9% |
| 30D | +26.6% | +9.6% | +17.0% | +24.9% |
| 3M | +31.1% | +83.3% | -52.2% | +20.1% |
| 6M | +24.9% | +77.9% | -53.1% | +13.4% |
| YTD | +48.7% | +139.9% | -91.2% | +27.3% |
| 1Y | +22.2% | +121.7% | -99.5% | +5.7% |
| 3Y | +7.4% | +121.9% | -114.4% | -9.5% |
| 5Y | +10.8% | -68.4% | +79.2% | +13.3% |
| All | +154.0% | +222.9% | -68.9% | +47.2% |
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