+31.9%
CP vs RL
+254.6%
-222.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.8% | -3.8% | +0.7% |
| 7D | +2.8% | +0.2% | +2.5% | +2.6% |
| 30D | +11.3% | +7.3% | +4.0% | +9.4% |
| 3M | +2.9% | +1.0% | +1.8% | +2.3% |
| 6M | +9.8% | +11.8% | -2.0% | +5.9% |
| YTD | +28.5% | +13.6% | +14.9% | +22.8% |
| 1Y | +33.5% | +24.0% | +9.5% | +24.4% |
| 3Y | +31.9% | +256.6% | -224.6% | -11.1% |
| All | +31.9% | +254.6% | -222.6% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling