+24.4%
CP vs RL
+226.8%
-202.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | +2.8% | -4.2% | +6.9% | +3.8% |
| 30D | +10.2% | +4.3% | +5.9% | +8.9% |
| 3M | +2.4% | -4.6% | +6.9% | +3.3% |
| 6M | +7.7% | +1.7% | +5.9% | +6.1% |
| YTD | +26.0% | +7.3% | +18.6% | +21.8% |
| 1Y | +34.6% | +20.8% | +13.8% | +25.9% |
| 3Y | +26.7% | +247.0% | -220.3% | -13.5% |
| All | +24.4% | +226.8% | -202.5% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling