+26.7%
CP vs RL
+240.1%
-213.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | +2.8% | -4.2% | +6.9% | +3.7% |
| 30D | +10.2% | +4.3% | +5.9% | +9.0% |
| 3M | +2.4% | -4.6% | +6.9% | +3.2% |
| 6M | +7.7% | +1.7% | +5.9% | +6.3% |
| YTD | +26.0% | +7.3% | +18.6% | +22.0% |
| 1Y | +34.6% | +20.8% | +13.8% | +26.1% |
| 3Y | +26.7% | +247.0% | -220.3% | -14.7% |
| All | +26.7% | +240.1% | -213.4% | -14.7% |
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