+357.3%
RL vs CPB
-37.5%
+394.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.4% |
| 7D | -4.2% | +8.0% | -12.1% | -4.2% |
| 30D | +4.3% | +22.4% | -18.1% | +4.1% |
| 3M | -4.6% | +3.8% | -8.4% | -4.7% |
| 6M | +1.7% | +13.7% | -11.9% | +1.5% |
| YTD | +7.3% | -11.7% | +19.0% | +7.3% |
| 1Y | +20.8% | -18.1% | +38.9% | +20.9% |
| 3Y | +247.0% | -34.7% | +281.7% | +246.9% |
| 5Y | +225.5% | -30.6% | +256.0% | +226.9% |
| All | +357.3% | -37.5% | +394.8% | +349.9% |
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