+5,294.5%
CF vs RL
+868.4%
+4,426.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.3% | +13.5% | +8.9% |
| 7D | +0.4% | -4.7% | +5.1% | +1.7% |
| 30D | +2.2% | +3.6% | -1.4% | +0.2% |
| 3M | +2.1% | +0.5% | +1.6% | +0.8% |
| 6M | -6.5% | +6.6% | -13.1% | -11.5% |
| YTD | +55.6% | +8.8% | +46.7% | +43.3% |
| 1Y | +42.3% | +21.8% | +20.5% | +24.8% |
| 3Y | +55.7% | +245.8% | -190.1% | -17.6% |
| 5Y | +122.4% | +230.0% | -107.5% | +12.7% |
| 10Y | +568.5% | +369.4% | +199.1% | +156.2% |
| All | +5,294.5% | +868.4% | +4,426.1% | +1,016.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling