+219.7%
CB vs REPL
+37.4%
+182.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | 0.0% | +9.8% | -9.8% | -0.1% |
| 30D | +7.4% | +81.5% | -74.1% | +6.4% |
| 3M | +8.6% | +44.2% | -35.6% | +8.0% |
| 6M | +16.1% | +437.4% | -421.3% | +11.7% |
| YTD | +20.2% | +126.1% | -105.9% | +16.1% |
| 1Y | +27.2% | +143.1% | -115.9% | +22.6% |
| 3Y | +72.7% | +97.8% | -25.2% | +54.0% |
| 5Y | +105.9% | -34.3% | +140.2% | +94.5% |
| All | +219.7% | +37.4% | +182.3% | +157.6% |
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