-27.0%
CG vs RL
+17.3%
-44.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.9% |
| 7D | -1.5% | +2.4% | -3.9% | -2.4% |
| 30D | +5.7% | +4.6% | +1.1% | +4.2% |
| 3M | -17.9% | -1.1% | -16.8% | -17.5% |
| 6M | -20.2% | +16.5% | -36.7% | -25.5% |
| YTD | -32.0% | +11.4% | -43.4% | -34.9% |
| 1Y | -27.0% | +16.1% | -43.1% | -31.7% |
| All | -27.0% | +17.3% | -44.3% | -31.7% |
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