+251.7%
CB vs RL
+337.1%
-85.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.3% |
| 7D | +2.9% | +2.6% | +0.4% | +2.3% |
| 30D | +7.3% | +2.9% | +4.4% | +6.5% |
| 3M | +9.4% | 0.0% | +9.4% | +9.1% |
| 6M | +19.6% | +17.1% | +2.5% | +14.6% |
| YTD | +21.5% | +10.1% | +11.4% | +17.3% |
| 1Y | +28.0% | +17.3% | +10.7% | +21.6% |
| 3Y | +74.9% | +249.3% | -174.5% | +22.0% |
| 5Y | +108.1% | +240.9% | -132.8% | +41.5% |
| All | +251.7% | +337.1% | -85.4% | +100.9% |
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