+83.3%
CAG vs RL
+1,366.2%
-1,282.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.1% |
| 7D | -3.8% | -0.8% | -3.0% | -3.7% |
| 30D | +3.1% | -7.8% | +10.9% | +4.0% |
| 3M | +23.5% | -4.0% | +27.5% | +23.8% |
| 6M | -14.8% | -1.9% | -13.0% | -15.1% |
| YTD | -5.4% | -0.2% | -5.3% | -6.0% |
| 1Y | -11.8% | +10.7% | -22.5% | -13.4% |
| 3Y | -36.7% | +210.8% | -247.4% | -45.9% |
| 5Y | -40.3% | +238.2% | -278.5% | -50.4% |
| 10Y | -37.0% | +313.4% | -350.4% | -51.4% |
| All | +83.3% | +1,366.2% | -1,282.9% | +11.4% |
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