+129.0%
CFG vs REPL
+45.5%
+83.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -0.6% |
| 7D | +0.7% | +12.7% | -12.0% | +0.2% |
| 30D | +2.8% | +73.5% | -70.7% | +0.2% |
| 3M | -10.1% | +70.3% | -80.4% | -12.4% |
| 6M | +3.2% | +472.0% | -468.8% | -8.8% |
| YTD | +14.2% | +139.5% | -125.3% | +2.2% |
| 1Y | +27.4% | +167.3% | -139.9% | +13.1% |
| 3Y | +187.6% | +109.5% | +78.0% | +113.6% |
| 5Y | +65.7% | -29.9% | +95.6% | +36.9% |
| All | +129.0% | +45.5% | +83.5% | +40.7% |
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