+190.6%
CFG vs RL
+254.6%
-64.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.9% | +0.7% |
| 7D | +0.3% | +0.2% | 0.0% | +0.1% |
| 30D | +3.2% | +7.3% | -4.1% | +0.3% |
| 3M | -9.7% | +1.0% | -10.7% | -10.4% |
| 6M | +3.6% | +11.8% | -8.1% | -1.9% |
| YTD | +14.7% | +13.6% | +1.1% | +7.3% |
| 1Y | +29.6% | +24.0% | +5.5% | +16.5% |
| 3Y | +190.6% | +256.6% | -66.0% | +55.5% |
| All | +190.6% | +254.6% | -64.0% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling