-16.7%
CCI vs REPL
+161.1%
-177.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.8% |
| 7D | -0.4% | -3.0% | +2.6% | -0.4% |
| 30D | +2.7% | +27.1% | -24.4% | +2.6% |
| 3M | -18.2% | +52.4% | -70.6% | -18.4% |
| 6M | -14.8% | +107.4% | -122.2% | -16.0% |
| YTD | -12.6% | +54.7% | -67.3% | -13.5% |
| 1Y | -16.7% | +158.9% | -175.6% | -18.9% |
| All | -16.7% | +161.1% | -177.9% | -18.9% |
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 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