+173.3%
CFG vs RL
+240.1%
-66.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.4% |
| 7D | -0.9% | -4.2% | +3.3% | +0.7% |
| 30D | +1.1% | +4.3% | -3.2% | -0.7% |
| 3M | -12.0% | -4.6% | -7.4% | -10.7% |
| 6M | -2.2% | +1.7% | -3.9% | -3.9% |
| YTD | +11.4% | +7.3% | +4.1% | +6.6% |
| 1Y | +27.8% | +20.8% | +7.0% | +16.1% |
| 3Y | +173.3% | +247.0% | -73.7% | +49.9% |
| All | +173.3% | +240.1% | -66.8% | +49.9% |
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 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