+1,507.8%
RL vs CPB
+13.7%
+1,494.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -4.2% | +8.0% | -12.1% | -5.7% |
| 30D | +4.3% | +22.4% | -18.1% | -0.1% |
| 3M | -4.6% | +2.5% | -7.1% | -5.5% |
| 6M | +1.7% | +12.2% | -10.5% | -1.5% |
| YTD | +7.3% | -12.8% | +20.2% | +9.2% |
| 1Y | +20.8% | -19.2% | +40.0% | +24.8% |
| 3Y | +247.0% | -35.6% | +282.5% | +269.8% |
| 5Y | +225.5% | -31.4% | +256.9% | +237.3% |
| 10Y | +363.0% | -37.9% | +401.0% | +362.5% |
| All | +1,507.8% | +13.7% | +1,494.1% | +1,095.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling