+5,124.4%
CP vs RL
+1,476.5%
+3,647.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.3% |
| 7D | +2.8% | -4.2% | +6.9% | +3.9% |
| 30D | +10.2% | +4.3% | +5.9% | +8.8% |
| 3M | +2.4% | -4.6% | +6.9% | +3.3% |
| 6M | +7.7% | +1.7% | +5.9% | +6.0% |
| YTD | +26.0% | +7.3% | +18.6% | +21.7% |
| 1Y | +34.6% | +20.8% | +13.8% | +25.8% |
| 3Y | +26.7% | +247.0% | -220.3% | -13.6% |
| 5Y | +24.9% | +225.5% | -200.6% | -15.8% |
| 10Y | +258.6% | +363.0% | -104.4% | +102.6% |
| All | +5,124.4% | +1,476.5% | +3,647.9% | +1,832.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling