-37.2%
CAG vs RL
+308.3%
-345.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | -5.9% | -2.2% | -3.7% | -5.8% |
| 30D | -1.5% | -15.3% | +13.8% | -0.6% |
| 3M | +11.5% | -10.3% | +21.8% | +12.1% |
| 6M | -15.7% | -2.2% | -13.5% | -15.8% |
| YTD | -10.2% | -4.3% | -5.9% | -10.3% |
| 1Y | -18.1% | +8.9% | -26.9% | -18.8% |
| 3Y | -39.4% | +201.4% | -240.8% | -44.9% |
| 5Y | -42.6% | +230.6% | -273.2% | -48.7% |
| All | -37.2% | +308.3% | -345.6% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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