+274.8%
CG vs RL
+337.1%
-62.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | +0.2% | +2.6% | -2.4% | -0.9% |
| 30D | +11.2% | +2.9% | +8.2% | +9.9% |
| 3M | -22.1% | 0.0% | -22.1% | -22.2% |
| 6M | -17.9% | +17.1% | -35.0% | -24.6% |
| YTD | -31.3% | +10.1% | -41.4% | -35.3% |
| 1Y | -24.0% | +17.3% | -41.3% | -30.6% |
| 3Y | +45.0% | +249.3% | -204.4% | -19.0% |
| 5Y | -22.6% | +240.9% | -263.5% | -57.1% |
| All | +274.8% | +337.1% | -62.2% | +85.0% |
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