+350.2%
CG vs RL
+156.0%
+194.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -2.5% |
| 7D | -4.3% | -0.8% | -3.5% | -4.0% |
| 30D | -5.1% | -7.8% | +2.7% | -2.1% |
| 3M | +8.7% | -4.0% | +12.7% | +9.9% |
| 6M | -9.2% | -1.9% | -7.3% | -9.9% |
| YTD | -18.9% | -0.2% | -18.7% | -20.0% |
| 1Y | -25.6% | +10.7% | -36.3% | -30.0% |
| 3Y | +57.3% | +210.8% | -153.5% | -2.9% |
| 5Y | +10.2% | +238.2% | -228.1% | -34.9% |
| 10Y | +364.2% | +313.4% | +50.8% | +140.2% |
| All | +350.2% | +156.0% | +194.1% | +147.4% |
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 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