+213.9%
CB vs REPL
+35.1%
+178.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.0% | -9.8% | -1.9% |
| 7D | +0.2% | +22.8% | -22.5% | -0.1% |
| 30D | +9.1% | +63.8% | -54.7% | +8.2% |
| 3M | +3.4% | +68.1% | -64.7% | +2.6% |
| 6M | +14.1% | +528.5% | -514.4% | +9.3% |
| YTD | +18.0% | +122.4% | -104.4% | +14.0% |
| 1Y | +30.1% | +154.4% | -124.2% | +25.3% |
| 3Y | +71.8% | +68.0% | +3.8% | +54.7% |
| 5Y | +101.8% | -35.4% | +137.2% | +90.7% |
| All | +213.9% | +35.1% | +178.8% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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