+278.8%
CF vs REPL
-6.0%
+284.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.2% |
| 7D | +6.0% | -3.0% | +9.0% | +6.1% |
| 30D | +14.8% | +27.1% | -12.3% | +14.2% |
| 3M | +14.1% | +52.4% | -38.3% | +11.9% |
| 6M | +28.5% | +107.4% | -78.9% | +21.9% |
| YTD | +74.9% | +54.7% | +20.2% | +67.5% |
| 1Y | +61.7% | +158.9% | -97.2% | +48.5% |
| 3Y | +80.3% | -23.7% | +104.1% | +61.1% |
| 5Y | +226.0% | -54.3% | +280.3% | +198.0% |
| All | +278.8% | -6.0% | +284.8% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling