-41.2%
CAG vs RL
+233.3%
-274.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | -0.8% |
| 7D | -6.6% | -0.3% | -6.3% | -6.6% |
| 30D | +2.3% | -17.5% | +19.8% | +3.3% |
| 3M | +16.3% | -14.0% | +30.3% | +17.1% |
| 6M | -16.0% | -2.0% | -14.1% | -16.1% |
| YTD | -7.7% | -4.6% | -3.1% | -7.7% |
| 1Y | -16.0% | +9.5% | -25.5% | -16.8% |
| 3Y | -37.7% | +200.5% | -238.2% | -44.1% |
| 5Y | -41.2% | +226.3% | -267.5% | -49.0% |
| All | -41.2% | +233.3% | -274.5% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling