+20.5%
CVE vs RNG
+320.7%
-300.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.3% |
| 7D | -16.1% | -11.3% | -4.8% | -15.3% |
| 30D | -10.4% | -5.7% | -4.7% | -10.0% |
| 3M | -2.4% | +16.8% | -19.1% | -3.8% |
| 6M | -4.4% | +58.5% | -62.9% | -9.1% |
| YTD | +64.9% | +151.3% | -86.4% | +48.3% |
| 1Y | +66.0% | +169.0% | -103.0% | +48.2% |
| 3Y | +57.7% | +156.9% | -99.3% | +38.5% |
| 5Y | +144.7% | -69.0% | +213.7% | +145.0% |
| 10Y | +139.2% | +262.0% | -122.8% | +52.4% |
| All | +20.5% | +320.7% | -300.3% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling