+175.9%
CFG vs RL
+244.8%
-68.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.3% | +4.2% | -0.3% |
| 7D | -2.2% | -4.7% | +2.5% | -0.4% |
| 30D | +0.4% | +3.6% | -3.2% | -1.1% |
| 3M | -12.6% | +0.5% | -13.1% | -13.1% |
| 6M | +0.6% | +6.6% | -6.0% | -3.0% |
| YTD | +12.4% | +8.8% | +3.6% | +7.0% |
| 1Y | +27.7% | +21.8% | +5.9% | +15.6% |
| All | +175.9% | +244.8% | -68.9% | +50.5% |
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