+577.4%
CF vs RL
+313.2%
+264.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.3% | -3.8% |
| 7D | +6.0% | -0.8% | +6.8% | +6.1% |
| 30D | +14.8% | -7.8% | +22.6% | +17.3% |
| 3M | +14.1% | -4.0% | +18.1% | +14.6% |
| 6M | +28.5% | -1.9% | +30.4% | +25.8% |
| YTD | +74.9% | -0.2% | +75.1% | +70.0% |
| 1Y | +61.7% | +10.7% | +51.0% | +51.4% |
| 3Y | +80.3% | +210.8% | -130.4% | +12.2% |
| 5Y | +226.0% | +238.2% | -12.3% | +85.1% |
| All | +577.4% | +313.2% | +264.3% | +219.2% |
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