+45.0%
CG vs RL
+250.5%
-205.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.7% |
| 7D | +0.2% | +2.6% | -2.4% | -1.1% |
| 30D | +11.2% | +2.9% | +8.2% | +9.6% |
| 3M | -22.1% | 0.0% | -22.1% | -22.1% |
| 6M | -17.9% | +17.1% | -35.0% | -26.1% |
| YTD | -31.3% | +10.1% | -41.4% | -36.2% |
| 1Y | -24.0% | +17.3% | -41.3% | -32.2% |
| 3Y | +45.0% | +249.3% | -204.4% | -24.5% |
| All | +45.0% | +250.5% | -205.6% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling