+280.5%
CG vs RL
+175.3%
+105.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | -1.2% | -4.2% | +3.0% | +0.7% |
| 30D | +5.0% | +4.3% | +0.8% | +3.3% |
| 3M | -18.2% | -4.6% | -13.6% | -16.8% |
| 6M | -20.7% | +1.7% | -22.4% | -22.2% |
| YTD | -31.4% | +7.3% | -38.8% | -34.4% |
| 1Y | -22.3% | +20.8% | -43.0% | -29.3% |
| 3Y | +50.2% | +247.0% | -196.8% | -11.3% |
| 5Y | -22.1% | +225.5% | -247.5% | -53.5% |
| 10Y | +295.5% | +363.0% | -67.5% | +96.2% |
| All | +280.5% | +175.3% | +105.2% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling