+256.9%
CP vs RNG
+248.5%
+8.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.3% |
| 7D | -0.7% | -3.5% | +2.8% | -0.3% |
| 30D | +9.6% | -3.8% | +13.4% | +9.9% |
| 3M | +2.2% | +18.6% | -16.3% | 0.0% |
| 6M | +11.1% | +69.2% | -58.1% | +3.6% |
| YTD | +28.2% | +161.9% | -133.7% | +11.5% |
| 1Y | +32.2% | +176.2% | -144.1% | +14.2% |
| 3Y | +35.5% | +174.5% | -139.0% | +14.3% |
| 5Y | +26.8% | -71.9% | +98.7% | +36.2% |
| 10Y | +256.9% | +235.4% | +21.5% | +138.2% |
| All | +256.9% | +248.5% | +8.4% | +138.2% |
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