+81.9%
CAG vs RL
+1,573.0%
-1,491.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | +6.6% | +1.3% | +5.3% | +6.4% |
| 30D | +13.9% | +7.6% | +6.3% | +12.9% |
| 3M | +4.0% | -1.5% | +5.5% | +4.0% |
| 6M | +10.0% | +12.1% | -2.1% | +8.1% |
| YTD | -6.1% | +13.9% | -20.1% | -8.2% |
| 1Y | -4.3% | +20.7% | -25.0% | -7.0% |
| 3Y | -34.6% | +260.6% | -295.1% | -45.1% |
| 5Y | -39.4% | +248.9% | -288.3% | -49.8% |
| 10Y | -34.2% | +355.9% | -390.1% | -49.7% |
| All | +81.9% | +1,573.0% | -1,491.1% | +8.8% |
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