+248.2%
CB vs RL
+356.1%
-107.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | +0.2% | -4.2% | +4.4% | +1.1% |
| 30D | +9.1% | +4.3% | +4.8% | +8.0% |
| 3M | +3.4% | -4.6% | +8.0% | +4.2% |
| 6M | +14.1% | +1.7% | +12.4% | +12.7% |
| YTD | +18.0% | +7.3% | +10.7% | +14.6% |
| 1Y | +30.1% | +20.8% | +9.3% | +22.9% |
| 3Y | +71.8% | +247.0% | -175.2% | +20.1% |
| 5Y | +101.8% | +225.5% | -123.6% | +39.0% |
| All | +248.2% | +356.1% | -107.9% | +103.7% |
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