+31.7%
CVS vs RNG
+128.5%
-96.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -2.0% | -9.6% | +7.6% | -2.4% |
| 30D | +1.9% | +8.8% | -6.9% | +2.3% |
| 3M | -2.2% | +78.6% | -80.8% | +0.7% |
| 6M | +26.7% | +70.3% | -43.5% | +30.3% |
| YTD | +22.9% | +140.3% | -117.5% | +26.5% |
| All | +31.7% | +128.5% | -96.8% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling