+260.5%
CP vs RNG
+234.5%
+26.0%
-33.7%
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 | +2.1% | +4.6% | -2.5% | +1.7% |
| 30D | +9.3% | +0.4% | +8.9% | +9.1% |
| 3M | +0.5% | +11.4% | -11.0% | -1.1% |
| 6M | +10.4% | +95.7% | -85.3% | +1.3% |
| YTD | +28.7% | +162.9% | -134.2% | +11.9% |
| 1Y | +33.2% | +180.3% | -147.1% | +14.8% |
| 3Y | +38.4% | +188.3% | -149.9% | +16.1% |
| 5Y | +26.2% | -72.5% | +98.7% | +36.0% |
| All | +260.5% | +234.5% | +26.0% | +140.5% |
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