+105.5%
CB vs RL
+232.3%
-126.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.7% | +0.1% |
| 7D | +2.6% | -4.7% | +7.3% | +3.1% |
| 30D | +11.2% | +3.6% | +7.6% | +10.7% |
| 3M | +5.7% | +0.5% | +5.2% | +5.6% |
| 6M | +15.9% | +6.6% | +9.3% | +14.6% |
| YTD | +20.2% | +8.8% | +11.3% | +18.2% |
| 1Y | +32.4% | +21.8% | +10.6% | +28.3% |
| 3Y | +75.5% | +245.8% | -170.3% | +39.5% |
| 5Y | +105.5% | +230.0% | -124.5% | +65.0% |
| All | +105.5% | +232.3% | -126.8% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling