-65.0%
CBRS vs RL
+16.4%
-81.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.2% | +12.4% | +11.3% |
| 7D | +21.2% | +2.6% | +18.6% | +20.8% |
| 30D | -23.2% | +2.9% | -26.1% | -22.6% |
| 3M | -52.9% | 0.0% | -52.9% | -53.2% |
| All | -65.0% | +16.4% | -81.5% | -64.2% |
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