+153.9%
CVE vs RNG
-71.6%
+225.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.6% |
| 7D | +4.6% | +2.3% | +2.4% | +4.4% |
| 30D | -12.0% | -3.4% | -8.6% | -11.8% |
| 3M | -3.8% | +20.9% | -24.7% | -5.6% |
| 6M | -2.7% | +82.2% | -84.9% | -9.0% |
| YTD | +73.6% | +164.6% | -91.0% | +53.4% |
| 1Y | +62.0% | +177.0% | -115.0% | +42.2% |
| 3Y | +72.7% | +177.4% | -104.7% | +47.3% |
| 5Y | +153.9% | -72.3% | +226.3% | +187.6% |
| All | +153.9% | -71.6% | +225.5% | +187.6% |
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 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