+217.3%
CF vs REPL
+29.3%
+187.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.4% |
| 7D | -6.9% | +28.8% | -35.7% | -7.4% |
| 30D | -3.7% | +57.3% | -61.1% | -4.8% |
| 3M | -5.0% | +73.6% | -78.5% | -6.2% |
| 6M | -10.5% | +582.8% | -593.3% | -16.6% |
| YTD | +46.5% | +112.9% | -66.3% | +39.2% |
| 1Y | +34.8% | +130.7% | -95.8% | +27.6% |
| 3Y | +46.7% | +45.7% | +1.0% | +26.2% |
| 5Y | +112.0% | -37.9% | +149.9% | +92.8% |
| All | +217.3% | +29.3% | +187.9% | +104.4% |
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