+21.2%
CVE vs RNG
+333.2%
-312.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +1.9% | -2.4% |
| 7D | -14.1% | -11.2% | -2.9% | -13.2% |
| 30D | -11.6% | -3.8% | -7.8% | -11.4% |
| 3M | 0.0% | +21.1% | -21.1% | -1.8% |
| 6M | -8.4% | +56.2% | -64.6% | -12.7% |
| YTD | +65.9% | +158.8% | -92.8% | +48.8% |
| 1Y | +69.4% | +173.6% | -104.2% | +51.0% |
| 3Y | +55.9% | +163.9% | -108.0% | +36.7% |
| 5Y | +146.2% | -68.1% | +214.2% | +145.8% |
| 10Y | +140.6% | +272.7% | -132.1% | +52.9% |
| All | +21.2% | +333.2% | -312.1% | -27.7% |
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 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