+25.8%
CP vs RL
+245.5%
-219.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | +2.8% | +1.3% | +1.5% | +2.4% |
| 30D | +11.0% | +7.6% | +3.4% | +8.9% |
| 3M | +3.8% | -1.5% | +5.4% | +4.0% |
| 6M | +9.5% | +12.1% | -2.6% | +5.2% |
| YTD | +28.2% | +13.9% | +14.3% | +22.1% |
| 1Y | +33.0% | +20.7% | +12.3% | +24.5% |
| 3Y | +35.5% | +260.6% | -225.0% | -8.3% |
| 5Y | +25.8% | +248.9% | -223.1% | -15.4% |
| All | +25.8% | +245.5% | -219.7% | -15.4% |
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