+192.9%
CB vs REPL
-6.0%
+198.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | +0.5% | -3.0% | +3.5% | +0.5% |
| 30D | -3.1% | +27.1% | -30.2% | -3.5% |
| 3M | +9.0% | +52.4% | -43.4% | +7.6% |
| 6M | +2.9% | +107.4% | -104.6% | -0.6% |
| YTD | +10.1% | +54.7% | -44.6% | +7.0% |
| 1Y | +22.8% | +158.9% | -136.1% | +16.2% |
| 3Y | +73.8% | -23.7% | +97.5% | +62.1% |
| 5Y | +99.2% | -54.3% | +153.5% | +88.8% |
| All | +192.9% | -6.0% | +198.9% | +137.5% |
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 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