-6.5%
CF vs RL
+7.4%
-13.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.3% | +13.5% | +3.5% |
| 7D | +0.4% | -4.7% | +5.1% | -1.1% |
| 30D | +2.2% | +3.6% | -1.4% | +3.3% |
| 3M | +2.1% | +0.5% | +1.6% | +3.9% |
| 6M | -6.5% | +6.6% | -13.1% | -2.3% |
| All | -6.5% | +7.4% | -13.9% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling