+239.2%
CF vs REPL
+35.1%
+204.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.0% | -7.3% | +0.5% |
| 7D | -3.2% | +22.8% | -25.9% | -3.6% |
| 30D | +4.3% | +63.8% | -59.5% | +3.1% |
| 3M | +2.8% | +68.1% | -65.3% | +1.5% |
| 6M | +0.6% | +528.5% | -527.9% | -5.9% |
| YTD | +56.6% | +122.4% | -65.8% | +48.6% |
| 1Y | +49.6% | +154.4% | -104.7% | +41.1% |
| 3Y | +61.5% | +68.0% | -6.5% | +37.4% |
| 5Y | +124.0% | -35.4% | +159.3% | +103.5% |
| All | +239.2% | +35.1% | +204.0% | +118.3% |
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