+31.9%
CP vs RNG
+165.4%
-133.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.9% |
| 7D | +2.8% | -6.2% | +9.0% | +3.3% |
| 30D | +11.3% | -8.0% | +19.4% | +11.9% |
| 3M | +2.9% | +15.7% | -12.8% | +1.4% |
| 6M | +9.8% | +60.3% | -50.6% | +5.0% |
| YTD | +28.5% | +153.8% | -125.3% | +14.9% |
| 1Y | +33.5% | +172.2% | -138.7% | +17.9% |
| 3Y | +31.9% | +174.8% | -142.9% | +10.4% |
| All | +31.9% | +165.4% | -133.4% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling