+260.5%
CP vs RL
+337.1%
-76.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +2.1% | +2.6% | -0.4% | +1.4% |
| 30D | +9.3% | +2.9% | +6.4% | +8.3% |
| 3M | +0.5% | 0.0% | +0.5% | +0.2% |
| 6M | +10.4% | +17.1% | -6.7% | +4.7% |
| YTD | +28.7% | +10.1% | +18.6% | +23.5% |
| 1Y | +33.2% | +17.3% | +15.9% | +25.5% |
| 3Y | +38.4% | +249.3% | -210.9% | -5.7% |
| 5Y | +26.2% | +240.9% | -214.7% | -16.1% |
| All | +260.5% | +337.1% | -76.6% | +121.9% |
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 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