+320.1%
CG vs RL
+397.7%
-77.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.8% | +0.7% | +3.9% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | +10.1% | +7.3% | +2.8% | +6.8% |
| 3M | -10.8% | +1.0% | -11.9% | -11.5% |
| 6M | -15.2% | +11.8% | -27.0% | -20.5% |
| YTD | -26.9% | +13.6% | -40.5% | -32.2% |
| 1Y | -17.0% | +24.0% | -41.1% | -26.2% |
| 3Y | +54.6% | +256.6% | -201.9% | -14.5% |
| 5Y | -16.7% | +240.2% | -257.0% | -54.0% |
| 10Y | +320.1% | +373.0% | -52.8% | +104.1% |
| All | +320.1% | +397.7% | -77.5% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling