+69.2%
CVE vs RNG
+177.9%
-108.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.3% |
| 6M | -1.5% | +69.2% | -70.7% | -5.1% |
| YTD | +70.7% | +161.9% | -91.2% | +55.5% |
| 1Y | +58.1% | +176.2% | -118.1% | +42.7% |
| All | +69.2% | +177.9% | -108.8% | +45.6% |
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