+73.2%
CVE vs RNG
+135.4%
-62.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.1% |
| 7D | +2.5% | +5.8% | -3.3% | +2.2% |
| 30D | +16.7% | +19.6% | -2.9% | +15.5% |
| 3M | +9.3% | +67.0% | -57.8% | +5.6% |
| 6M | +43.6% | +88.4% | -44.8% | +36.7% |
| YTD | +93.6% | +155.5% | -61.9% | +77.2% |
| 1Y | +98.8% | +141.7% | -42.9% | +82.6% |
| All | +73.2% | +135.4% | -62.2% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling