+219.8%
CFG vs RL
+347.1%
-127.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.6% |
| 7D | -0.8% | -4.4% | +3.6% | +1.4% |
| 30D | +3.1% | +5.6% | -2.4% | 0.0% |
| 3M | -9.7% | -0.6% | -9.1% | -9.9% |
| 6M | +6.7% | +15.5% | -8.8% | -2.9% |
| YTD | +15.2% | +12.3% | +2.8% | +5.6% |
| 1Y | +28.8% | +19.3% | +9.5% | +14.0% |
| 3Y | +190.1% | +255.5% | -65.5% | +35.0% |
| 5Y | +63.4% | +247.1% | -183.7% | -25.6% |
| 10Y | +219.8% | +346.0% | -126.3% | +16.5% |
| All | +219.8% | +347.1% | -127.4% | +16.5% |
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