+243.0%
CB vs RL
+397.7%
-154.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.3% | -1.6% |
| 7D | -1.5% | +0.2% | -1.7% | -1.7% |
| 30D | +6.5% | +7.3% | -0.8% | +4.8% |
| 3M | +4.1% | +1.0% | +3.0% | +3.6% |
| 6M | +14.4% | +11.8% | +2.6% | +10.8% |
| YTD | +17.5% | +13.6% | +3.9% | +12.7% |
| 1Y | +27.5% | +24.0% | +3.5% | +19.8% |
| 3Y | +71.6% | +256.6% | -185.0% | +19.4% |
| 5Y | +100.6% | +240.2% | -139.6% | +36.9% |
| 10Y | +243.0% | +373.0% | -130.0% | +97.4% |
| All | +243.0% | +397.7% | -154.7% | +97.4% |
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 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