+215.0%
RNG vs CPAY
+155.2%
+59.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -6.1% | -2.0% | -4.1% | -5.1% |
| 30D | +9.6% | -0.4% | +10.0% | +10.0% |
| 3M | +83.3% | +16.4% | +67.0% | +70.3% |
| 6M | +77.9% | +23.5% | +54.4% | +59.6% |
| YTD | +139.9% | +35.7% | +104.3% | +103.5% |
| 1Y | +121.7% | +30.2% | +91.5% | +91.5% |
| 3Y | +121.9% | +49.7% | +72.1% | +75.1% |
| 5Y | -68.4% | +56.6% | -124.9% | -75.9% |
| All | +215.0% | +155.2% | +59.8% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling