+146.7%
CI vs RL
+314.9%
-168.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.7% |
| 7D | +1.3% | -0.8% | +2.1% | +1.4% |
| 30D | +4.4% | -7.8% | +12.2% | +6.0% |
| 3M | +0.7% | -4.0% | +4.7% | +1.1% |
| 6M | +0.3% | -1.9% | +2.2% | -0.2% |
| YTD | +3.8% | -0.2% | +4.0% | +2.6% |
| 1Y | -5.5% | +10.7% | -16.2% | -8.7% |
| 3Y | +8.1% | +210.8% | -202.7% | -21.2% |
| 5Y | +42.8% | +238.2% | -195.4% | -2.0% |
| All | +146.7% | +314.9% | -168.2% | +55.6% |
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