+122.4%
CF vs REPL
-40.1%
+162.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.2% | +9.4% | +6.2% |
| 7D | +0.4% | +15.1% | -14.7% | +0.5% |
| 30D | +2.2% | +51.1% | -48.9% | +2.3% |
| 3M | +2.1% | +69.2% | -67.1% | +2.3% |
| 6M | -6.5% | +597.6% | -604.1% | -6.2% |
| YTD | +55.6% | +106.0% | -50.4% | +56.8% |
| 1Y | +42.3% | +133.3% | -91.0% | +43.3% |
| 3Y | +55.7% | +41.0% | +14.8% | +52.5% |
| 5Y | +122.4% | -40.1% | +162.6% | +144.5% |
| All | +122.4% | -40.1% | +162.5% | +144.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling