+257.6%
CP vs RL
+397.7%
-140.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.8% | -3.8% | +0.5% |
| 7D | +2.8% | +0.2% | +2.5% | +2.6% |
| 30D | +11.3% | +7.3% | +4.0% | +9.1% |
| 3M | +2.9% | +1.0% | +1.8% | +2.2% |
| 6M | +9.8% | +11.8% | -2.0% | +5.4% |
| YTD | +28.5% | +13.6% | +14.9% | +22.4% |
| 1Y | +33.5% | +24.0% | +9.5% | +23.9% |
| 3Y | +31.9% | +256.6% | -224.6% | -10.6% |
| 5Y | +25.5% | +240.2% | -214.7% | -16.4% |
| 10Y | +257.6% | +373.0% | -115.4% | +115.2% |
| All | +257.6% | +397.7% | -140.1% | +115.2% |
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