-18.9%
CG vs RL
+22.6%
-41.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.7% |
| 3M | -12.1% | -1.5% | -10.6% | -11.7% |
| 6M | -16.4% | +12.1% | -28.5% | -20.2% |
| YTD | -28.0% | +13.9% | -41.9% | -31.7% |
| 1Y | -18.9% | +20.7% | -39.6% | -25.4% |
| All | -18.9% | +22.6% | -41.5% | -25.4% |
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