+324.6%
RL vs CPB
-40.8%
+365.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | +2.4% | -5.8% | +8.2% | +2.4% |
| 30D | +4.6% | +16.5% | -11.9% | +4.4% |
| 3M | -1.1% | -1.1% | 0.0% | -1.2% |
| 6M | +16.5% | +11.5% | +5.1% | +16.3% |
| YTD | +11.4% | -15.7% | +27.2% | +11.5% |
| 1Y | +16.1% | -24.7% | +40.8% | +16.3% |
| 3Y | +252.6% | -37.3% | +289.9% | +252.9% |
| 5Y | +244.9% | -35.0% | +279.9% | +246.6% |
| All | +324.6% | -40.8% | +365.3% | +282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling