+143.5%
CVE vs RNG
+248.5%
-105.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.2% | +2.5% |
| 7D | +0.1% | -3.5% | +3.6% | +0.3% |
| 30D | -10.8% | -3.8% | -7.1% | -10.6% |
| 3M | -4.3% | +18.6% | -22.9% | -5.6% |
| 6M | -1.5% | +69.2% | -70.7% | -5.8% |
| YTD | +70.7% | +161.9% | -91.2% | +56.0% |
| 1Y | +58.1% | +176.2% | -118.1% | +43.7% |
| 3Y | +69.8% | +174.5% | -104.7% | +51.9% |
| 5Y | +148.9% | -71.9% | +220.9% | +140.2% |
| 10Y | +143.5% | +235.4% | -91.9% | +74.4% |
| All | +143.5% | +248.5% | -105.0% | +74.4% |
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 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