+20.0%
CP vs RNG
+120.2%
-100.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | -2.7% | -9.6% | +6.9% | -2.7% |
| 30D | -3.4% | +8.8% | -12.2% | -3.3% |
| 3M | -0.6% | +78.6% | -79.3% | +0.2% |
| 6M | +6.3% | +70.3% | -64.0% | +6.8% |
| YTD | +21.2% | +140.3% | -119.2% | +20.5% |
| 1Y | +20.0% | +126.6% | -106.6% | +19.1% |
| All | +20.0% | +120.2% | -100.2% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling