+305.9%
CG vs RL
+369.1%
-63.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +2.0% | +1.3% | +0.6% | +1.5% |
| 30D | +8.5% | +7.6% | +0.9% | +5.1% |
| 3M | -12.1% | -1.5% | -10.6% | -11.7% |
| 6M | -16.4% | +12.1% | -28.5% | -21.7% |
| YTD | -28.0% | +13.9% | -41.9% | -33.2% |
| 1Y | -18.9% | +20.7% | -39.6% | -26.9% |
| 3Y | +51.2% | +260.6% | -209.3% | -16.7% |
| 5Y | -15.9% | +248.9% | -264.7% | -53.9% |
| 10Y | +305.9% | +355.9% | -50.0% | +98.0% |
| All | +305.9% | +369.1% | -63.2% | +98.0% |
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