+142.2%
CI vs RL
+397.7%
-255.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | -0.4% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +4.7% | +7.3% | -2.7% | +3.1% |
| 3M | +5.2% | +1.0% | +4.2% | +4.8% |
| 6M | +3.8% | +11.8% | -8.0% | +0.7% |
| YTD | +9.2% | +13.6% | -4.4% | +5.1% |
| 1Y | +14.3% | +24.0% | -9.8% | +7.9% |
| 3Y | +8.4% | +256.6% | -248.1% | -22.9% |
| 5Y | +50.0% | +240.2% | -190.2% | +4.6% |
| 10Y | +142.2% | +373.0% | -230.8% | +49.1% |
| All | +142.2% | +397.7% | -255.5% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling