+255.3%
CF vs REPL
+36.8%
+218.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +4.8% | +1.2% | +3.5% | +4.7% |
| 30D | +4.7% | +92.2% | -87.5% | +3.2% |
| 3M | +7.4% | +44.1% | -36.7% | +6.4% |
| 6M | +0.6% | +313.0% | -312.4% | -4.4% |
| YTD | +64.1% | +125.2% | -61.1% | +55.7% |
| 1Y | +51.4% | +143.8% | -92.4% | +43.1% |
| 3Y | +67.8% | +104.2% | -36.4% | +40.4% |
| 5Y | +114.1% | -34.5% | +148.7% | +94.5% |
| All | +255.3% | +36.8% | +218.5% | +128.6% |
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