-35.8%
CBRS vs REPL
+191.9%
-227.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.9% |
| 7D | +15.7% | -5.7% | +21.5% | +15.5% |
| 30D | -11.9% | +22.5% | -34.4% | -11.4% |
| 3M | -16.0% | +64.7% | -80.7% | -13.8% |
| All | -35.8% | +191.9% | -227.7% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling