+222.5%
CP vs RL
+313.2%
-90.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.2% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | +0.2% | -7.8% | +7.9% | +2.2% |
| 3M | +2.6% | -4.0% | +6.6% | +3.1% |
| 6M | +6.0% | -1.9% | +7.9% | +5.3% |
| YTD | +24.9% | -0.2% | +25.1% | +23.3% |
| 1Y | +20.1% | +10.7% | +9.4% | +15.0% |
| 3Y | +16.4% | +210.8% | -194.4% | -18.1% |
| 5Y | +31.7% | +238.2% | -206.5% | -12.4% |
| All | +222.5% | +313.2% | -90.6% | +99.6% |
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