+320.2%
CVE vs RNG
-70.5%
+390.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.0% |
| 7D | +2.5% | +5.8% | -3.3% | +2.0% |
| 30D | +16.7% | +19.6% | -2.9% | +14.9% |
| 3M | +9.3% | +67.0% | -57.8% | +3.9% |
| 6M | +43.6% | +88.4% | -44.8% | +34.2% |
| YTD | +93.6% | +155.5% | -61.9% | +73.4% |
| 1Y | +98.8% | +141.7% | -42.9% | +78.6% |
| 3Y | +73.6% | +131.1% | -57.5% | +52.6% |
| All | +320.2% | -70.5% | +390.7% | +294.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling