+208.5%
CFG vs RL
+337.1%
-128.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | +3.2% | +2.6% | +0.6% | +1.8% |
| 30D | +5.1% | +2.9% | +2.2% | +3.3% |
| 3M | -11.2% | 0.0% | -11.2% | -11.8% |
| 6M | +9.6% | +17.1% | -7.5% | -1.0% |
| YTD | +15.0% | +10.1% | +4.8% | +6.4% |
| 1Y | +29.9% | +17.3% | +12.5% | +16.0% |
| 3Y | +192.1% | +249.3% | -57.2% | +37.2% |
| 5Y | +62.3% | +240.9% | -178.6% | -25.4% |
| All | +208.5% | +337.1% | -128.5% | +10.9% |
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