-25.6%
CG vs RL
+13.6%
-39.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -2.4% |
| 7D | -4.3% | -0.8% | -3.5% | -4.0% |
| 30D | -5.1% | -7.8% | +2.7% | -2.5% |
| 3M | +8.7% | -4.0% | +12.7% | +9.2% |
| 6M | -9.2% | -1.9% | -7.3% | -9.8% |
| YTD | -18.9% | -0.2% | -18.7% | -19.7% |
| 1Y | -25.6% | +10.7% | -36.3% | -30.4% |
| All | -25.6% | +13.6% | -39.2% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling