+49.6%
CF vs RL
+16.8%
+32.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.2% |
| 7D | -3.2% | -4.2% | +1.0% | -4.4% |
| 30D | +4.3% | +4.3% | +0.1% | +6.0% |
| 3M | +2.8% | -4.6% | +7.4% | +2.3% |
| 6M | +0.6% | +1.7% | -1.1% | +3.0% |
| YTD | +56.6% | +7.3% | +49.3% | +65.4% |
| 1Y | +49.6% | +20.8% | +28.8% | +53.9% |
| All | +49.6% | +16.8% | +32.9% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling