+362.4%
CFG vs RL
+158.3%
+204.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -1.0% |
| 7D | +1.5% | -0.8% | +2.3% | +1.9% |
| 30D | -3.8% | -7.8% | +3.9% | -0.3% |
| 3M | +11.5% | -4.0% | +15.5% | +12.9% |
| 6M | +19.2% | -1.9% | +21.1% | +18.2% |
| YTD | +23.7% | -0.2% | +23.9% | +21.4% |
| 1Y | +38.8% | +10.7% | +28.2% | +29.0% |
| 3Y | +178.9% | +210.8% | -31.9% | +49.8% |
| 5Y | +101.8% | +238.2% | -136.4% | +0.4% |
| 10Y | +317.3% | +313.4% | +3.9% | +79.6% |
| All | +362.4% | +158.3% | +204.1% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling