+74.3%
CAG vs RL
+1,536.1%
-1,461.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -6.2% | +2.4% | -8.6% | -6.4% |
| 30D | +7.4% | +4.6% | +2.9% | +6.8% |
| 3M | -1.6% | -1.1% | -0.5% | -1.6% |
| 6M | +6.3% | +16.5% | -10.2% | +4.0% |
| YTD | -10.1% | +11.4% | -21.5% | -11.8% |
| 1Y | -10.2% | +16.1% | -26.3% | -12.4% |
| 3Y | -37.3% | +252.6% | -289.9% | -47.3% |
| 5Y | -41.6% | +244.9% | -286.5% | -51.5% |
| 10Y | -38.1% | +342.4% | -380.4% | -52.5% |
| All | +74.3% | +1,536.1% | -1,461.9% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling