+319.7%
RL vs CPB
-38.9%
+358.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.2% |
| 7D | +2.6% | -1.6% | +4.2% | +2.6% |
| 30D | +2.9% | +19.2% | -16.2% | +2.7% |
| 3M | 0.0% | -1.0% | +1.0% | 0.0% |
| 6M | +17.1% | +15.2% | +1.9% | +16.8% |
| YTD | +10.1% | -13.1% | +23.2% | +10.2% |
| 1Y | +17.3% | -22.4% | +39.8% | +17.5% |
| 3Y | +249.3% | -35.3% | +284.7% | +249.5% |
| 5Y | +240.9% | -33.0% | +273.9% | +242.5% |
| All | +319.7% | -38.9% | +358.6% | +278.3% |
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