+154.6%
RNG vs CAI
-9.9%
+164.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -6.1% | -2.9% | -3.2% | -5.9% |
| 30D | +9.6% | +9.3% | +0.3% | +8.8% |
| 3M | +83.3% | +35.2% | +48.1% | +79.2% |
| 6M | +77.9% | +30.7% | +47.2% | +73.9% |
| YTD | +139.9% | -9.8% | +149.7% | +136.5% |
| 1Y | +121.7% | -28.9% | +150.5% | +119.6% |
| All | +154.6% | -9.9% | +164.5% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling