+1,568.6%
RL vs CPB
+9.8%
+1,558.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +2.4% | -5.8% | +8.2% | +3.6% |
| 30D | +4.6% | +16.5% | -11.9% | +1.2% |
| 3M | -1.1% | -1.1% | 0.0% | -1.3% |
| 6M | +16.5% | +11.5% | +5.1% | +12.9% |
| YTD | +11.4% | -15.7% | +27.2% | +14.1% |
| 1Y | +16.1% | -24.7% | +40.8% | +21.7% |
| 3Y | +252.6% | -37.3% | +289.9% | +277.8% |
| 5Y | +244.9% | -35.0% | +279.9% | +261.7% |
| 10Y | +342.4% | -41.0% | +383.4% | +348.0% |
| All | +1,568.6% | +9.8% | +1,558.7% | +1,149.8% |
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 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