+98.8%
CVE vs RNG
+144.7%
-46.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.5% |
| 7D | +2.5% | +5.8% | -3.3% | +2.8% |
| 30D | +16.7% | +19.6% | -2.9% | +17.7% |
| 3M | +9.3% | +67.0% | -57.8% | +11.7% |
| 6M | +43.6% | +88.4% | -44.8% | +47.9% |
| YTD | +93.6% | +155.5% | -61.9% | +101.3% |
| 1Y | +98.8% | +141.7% | -42.9% | +106.1% |
| All | +98.8% | +144.7% | -46.0% | +106.1% |
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