+237.0%
CFG vs RL
+397.7%
-160.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.9% | -0.1% |
| 7D | +0.3% | +0.2% | 0.0% | 0.0% |
| 30D | +3.2% | +7.3% | -4.1% | -0.7% |
| 3M | -9.7% | +1.0% | -10.7% | -10.8% |
| 6M | +3.6% | +11.8% | -8.1% | -4.0% |
| YTD | +14.7% | +13.6% | +1.1% | +4.5% |
| 1Y | +29.6% | +24.0% | +5.5% | +12.3% |
| 3Y | +190.6% | +256.6% | -66.0% | +34.9% |
| 5Y | +67.1% | +240.2% | -173.1% | -23.2% |
| 10Y | +237.0% | +373.0% | -135.9% | +23.7% |
| All | +237.0% | +397.7% | -160.6% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling