+31.5%
CP vs RNG
-70.8%
+102.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.8% | -0.1% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | -0.5% | +11.4% | -11.9% | -1.5% |
| 3M | +1.4% | +72.1% | -70.7% | -3.6% |
| 6M | +10.3% | +67.9% | -57.6% | +4.3% |
| YTD | +24.3% | +144.3% | -120.0% | +12.1% |
| 1Y | +20.4% | +117.5% | -97.1% | +9.7% |
| 3Y | +21.8% | +123.9% | -102.1% | +8.2% |
| 5Y | +31.5% | -70.1% | +101.6% | +28.8% |
| All | +31.5% | -70.8% | +102.3% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling