+25.5%
CP vs RNG
-68.7%
+94.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.0% |
| 3M | +2.9% | +15.7% | -12.8% | +1.3% |
| 6M | +9.8% | +60.3% | -50.6% | +4.5% |
| YTD | +28.5% | +153.8% | -125.3% | +15.4% |
| 1Y | +33.5% | +172.2% | -138.7% | +18.9% |
| 3Y | +31.9% | +174.8% | -142.9% | +15.1% |
| 5Y | +25.5% | -68.6% | +94.1% | +20.3% |
| All | +25.5% | -68.7% | +94.2% | +20.3% |
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