+7.8%
CNH vs RNG
+120.7%
-112.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.4% | -1.2% | -5.0% |
| 7D | +8.8% | -0.8% | +9.6% | +8.9% |
| 30D | +24.7% | +11.4% | +13.3% | +22.9% |
| 3M | +27.3% | +72.1% | -44.7% | +18.2% |
| 6M | +23.2% | +67.9% | -44.8% | +13.2% |
| YTD | +48.9% | +144.3% | -95.4% | +25.4% |
| 1Y | +19.4% | +117.5% | -98.1% | +2.8% |
| 3Y | +7.8% | +123.9% | -116.1% | -12.8% |
| All | +7.8% | +120.7% | -112.9% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling