+148.6%
CVE vs RNG
+234.5%
-85.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.7% |
| 7D | +5.9% | +4.6% | +1.3% | +5.6% |
| 30D | -10.9% | +0.4% | -11.3% | -10.9% |
| 3M | -4.5% | +11.4% | -15.9% | -5.4% |
| 6M | -1.0% | +95.7% | -96.7% | -6.3% |
| YTD | +74.7% | +162.9% | -88.1% | +59.6% |
| 1Y | +65.8% | +180.3% | -114.4% | +50.5% |
| 3Y | +73.2% | +188.3% | -115.2% | +54.4% |
| 5Y | +155.6% | -72.5% | +228.1% | +146.8% |
| All | +148.6% | +234.5% | -85.9% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling