+244.0%
RL vs CPB
-39.5%
+283.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.4% | +5.4% | +2.2% |
| 7D | -0.8% | -8.6% | +7.8% | -0.4% |
| 30D | -7.8% | -7.2% | -0.5% | -7.5% |
| 3M | -4.0% | +0.9% | -4.9% | -4.3% |
| 6M | -1.9% | -11.8% | +9.9% | -1.4% |
| YTD | -0.2% | -19.4% | +19.2% | +0.8% |
| 1Y | +10.7% | -30.4% | +41.1% | +12.7% |
| 3Y | +210.8% | -40.2% | +250.9% | +214.6% |
| All | +244.0% | -39.5% | +283.5% | +237.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling