+135.5%
CVE vs RNG
+247.5%
-112.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | -10.0% | -6.0% | -4.0% | -9.6% |
| 30D | -11.9% | -7.4% | -4.5% | -11.4% |
| 3M | -5.9% | +14.6% | -20.5% | -7.0% |
| 6M | -1.6% | +61.5% | -63.1% | -5.6% |
| YTD | +66.3% | +155.7% | -89.4% | +52.2% |
| 1Y | +57.5% | +172.5% | -114.9% | +43.3% |
| 3Y | +65.4% | +168.0% | -102.6% | +48.2% |
| 5Y | +144.2% | -73.8% | +217.9% | +136.3% |
| 10Y | +135.5% | +240.3% | -104.8% | +68.3% |
| All | +135.5% | +247.5% | -112.0% | +68.3% |
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 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