+220.7%
CF vs RL
+238.1%
-17.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.3% | -3.4% |
| 7D | +6.0% | -0.8% | +6.8% | +6.1% |
| 30D | +14.8% | -7.8% | +22.6% | +15.8% |
| 3M | +14.1% | -4.0% | +18.1% | +14.2% |
| 6M | +28.5% | -1.9% | +30.4% | +27.6% |
| YTD | +74.9% | -0.2% | +75.1% | +73.0% |
| 1Y | +61.7% | +10.7% | +51.0% | +56.8% |
| 3Y | +80.3% | +210.8% | -130.4% | +40.3% |
| All | +220.7% | +238.1% | -17.3% | +123.8% |
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