+13.2%
CNH vs RNG
-70.2%
+83.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | +1.8% | -4.1% | +5.9% | +2.4% |
| 30D | +32.6% | +8.6% | +24.0% | +31.0% |
| 3M | +29.4% | +78.0% | -48.5% | +18.9% |
| 6M | +26.0% | +67.0% | -41.1% | +15.3% |
| YTD | +52.2% | +142.4% | -90.2% | +29.3% |
| 1Y | +23.9% | +120.4% | -96.6% | +6.6% |
| 3Y | +10.1% | +122.1% | -112.0% | -8.1% |
| 5Y | +13.2% | -69.8% | +83.0% | +14.8% |
| All | +13.2% | -70.2% | +83.4% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling