+112.0%
CF vs RL
+226.8%
-114.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.8% |
| 7D | -3.2% | -4.2% | +1.0% | -3.0% |
| 30D | +4.3% | +4.3% | +0.1% | +3.8% |
| 3M | +2.8% | -4.6% | +7.4% | +3.1% |
| 6M | +0.6% | +1.7% | -1.1% | +0.1% |
| YTD | +56.6% | +7.3% | +49.3% | +54.0% |
| 1Y | +49.6% | +20.8% | +28.8% | +44.2% |
| 3Y | +61.5% | +247.0% | -185.5% | +27.0% |
| All | +112.0% | +226.8% | -114.8% | +60.3% |
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