+219.6%
CB vs REPL
+25.1%
+194.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.6% |
| 7D | +2.6% | +15.1% | -12.5% | +2.4% |
| 30D | +11.2% | +51.1% | -39.9% | +10.5% |
| 3M | +5.7% | +69.2% | -63.5% | +4.8% |
| 6M | +15.9% | +597.6% | -581.6% | +10.7% |
| YTD | +20.2% | +106.0% | -85.8% | +16.2% |
| 1Y | +32.4% | +133.3% | -100.9% | +27.6% |
| 3Y | +75.5% | +41.0% | +34.5% | +59.3% |
| 5Y | +105.5% | -40.1% | +145.6% | +94.4% |
| All | +219.6% | +25.1% | +194.4% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling