+470.7%
CF vs RL
+342.1%
+128.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +5.4% | +2.4% | +3.0% | +4.6% |
| 30D | +6.5% | +4.6% | +2.0% | +4.7% |
| 3M | +4.6% | -1.1% | +5.7% | +4.1% |
| 6M | -3.3% | +16.5% | -19.8% | -9.0% |
| YTD | +63.9% | +11.4% | +52.5% | +53.5% |
| 1Y | +50.4% | +16.1% | +34.4% | +38.8% |
| 3Y | +68.2% | +252.6% | -184.4% | +0.7% |
| 5Y | +113.8% | +244.9% | -131.0% | +22.7% |
| All | +470.7% | +342.1% | +128.5% | +154.0% |
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 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