+45.7%
CNH vs RNG
+320.6%
-274.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.6% | +1.6% |
| 7D | +6.7% | -3.5% | +10.2% | +7.2% |
| 30D | +7.2% | -3.8% | +11.0% | +7.6% |
| 3M | +17.5% | +18.6% | -1.1% | +14.4% |
| 6M | +15.0% | +69.2% | -54.2% | +5.6% |
| YTD | +36.8% | +161.9% | -125.1% | +15.6% |
| 1Y | +27.6% | +176.2% | -148.6% | +7.0% |
| 3Y | +34.3% | +174.5% | -140.2% | +10.1% |
| 5Y | -12.2% | -71.9% | +59.7% | -8.5% |
| 10Y | +113.9% | +235.4% | -121.5% | +41.0% |
| All | +45.7% | +320.6% | -274.9% | -9.0% |
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