+62.0%
CFG vs RL
+226.8%
-164.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.3% |
| 7D | -0.9% | -4.2% | +3.3% | +0.9% |
| 30D | +1.1% | +4.3% | -3.2% | -1.0% |
| 3M | -12.0% | -4.6% | -7.4% | -10.5% |
| 6M | -2.2% | +1.7% | -3.9% | -4.4% |
| YTD | +11.4% | +7.3% | +4.1% | +5.5% |
| 1Y | +27.8% | +20.8% | +7.0% | +14.1% |
| 3Y | +173.3% | +247.0% | -73.7% | +37.2% |
| All | +62.0% | +226.8% | -164.8% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling