+1,642.1%
CI vs RL
+1,366.2%
+276.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.8% |
| 7D | +1.3% | -0.8% | +2.1% | +1.5% |
| 30D | +4.4% | -7.8% | +12.2% | +6.4% |
| 3M | +0.7% | -4.0% | +4.7% | +1.1% |
| 6M | +0.3% | -1.9% | +2.2% | -0.3% |
| YTD | +3.8% | -0.2% | +4.0% | +2.4% |
| 1Y | -5.5% | +10.7% | -16.2% | -9.2% |
| 3Y | +8.1% | +210.8% | -202.7% | -22.6% |
| 5Y | +42.8% | +238.2% | -195.4% | -3.5% |
| 10Y | +143.9% | +313.4% | -169.5% | +46.1% |
| All | +1,642.1% | +1,366.2% | +276.0% | +626.9% |
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