-4.3%
CCI vs REPL
-9.7%
+5.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -1.0% |
| 7D | -0.3% | -9.6% | +9.3% | 0.0% |
| 30D | +2.1% | +5.7% | -3.6% | +1.9% |
| 3M | -17.8% | +56.4% | -74.2% | -19.7% |
| 6M | -14.2% | +67.4% | -81.6% | -18.5% |
| YTD | -13.3% | +48.7% | -62.0% | -17.5% |
| 1Y | -16.6% | +148.3% | -164.9% | -23.5% |
| 3Y | -10.8% | -26.7% | +15.9% | -20.2% |
| 5Y | -50.3% | -54.1% | +3.8% | -55.1% |
| All | -4.3% | -9.7% | +5.4% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling