+17.4%
CCI vs REPL
+36.8%
-19.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +2.5% | +1.2% | +1.3% | +2.5% |
| 30D | +14.4% | +92.2% | -77.8% | +12.5% |
| 3M | +21.7% | +44.1% | -22.4% | +20.4% |
| 6M | +4.0% | +313.0% | -309.0% | -1.8% |
| YTD | +6.2% | +125.2% | -119.0% | 0.0% |
| 1Y | +5.4% | +143.8% | -138.4% | -1.1% |
| 3Y | +11.7% | +104.2% | -92.5% | -6.0% |
| 5Y | -35.6% | -34.5% | -1.1% | -42.1% |
| All | +17.4% | +36.8% | -19.5% | -9.5% |
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 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