+27.2%
CB vs REPL
+163.1%
-135.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.4% |
| 7D | -1.5% | +14.2% | -15.7% | -1.4% |
| 30D | +6.5% | +65.9% | -59.4% | +7.2% |
| 3M | +4.1% | +84.6% | -80.5% | +4.8% |
| 6M | +14.4% | +446.9% | -432.5% | +18.0% |
| YTD | +17.5% | +129.0% | -111.5% | +20.1% |
| All | +27.2% | +163.1% | -135.9% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling