+42.5%
CI vs RL
+238.1%
-195.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.5% |
| 7D | +1.3% | -0.8% | +2.1% | +1.4% |
| 30D | +4.4% | -7.8% | +12.2% | +5.1% |
| 3M | +0.7% | -4.0% | +4.7% | +0.8% |
| 6M | +0.3% | -1.9% | +2.2% | +0.1% |
| YTD | +3.8% | -0.2% | +4.0% | +3.3% |
| 1Y | -5.5% | +10.7% | -16.2% | -6.8% |
| 3Y | +8.1% | +210.8% | -202.7% | -8.2% |
| All | +42.5% | +238.1% | -195.5% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling