+62.0%
CFG vs RL
+247.9%
-185.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +0.7% | +1.3% | -0.6% | 0.0% |
| 30D | +2.8% | +7.6% | -4.9% | -0.8% |
| 3M | -10.1% | -1.5% | -8.6% | -9.9% |
| 6M | +3.2% | +12.1% | -8.9% | -3.6% |
| YTD | +14.2% | +13.9% | +0.3% | +5.2% |
| 1Y | +27.4% | +20.7% | +6.8% | +13.9% |
| 3Y | +187.6% | +260.6% | -73.0% | +41.8% |
| All | +62.0% | +247.9% | -185.9% | -19.4% |
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