+190.6%
CFG vs REPL
+91.4%
+99.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | 0.0% | +2.9% |
| 7D | +0.3% | +14.2% | -14.0% | +0.2% |
| 30D | +3.2% | +65.9% | -62.6% | +2.8% |
| 3M | -9.7% | +84.6% | -94.3% | -10.1% |
| 6M | +3.6% | +446.9% | -443.3% | +1.4% |
| YTD | +14.7% | +129.0% | -114.3% | +12.7% |
| 1Y | +29.6% | +167.9% | -138.3% | +26.9% |
| 3Y | +190.6% | +93.9% | +96.7% | +168.1% |
| All | +190.6% | +91.4% | +99.2% | +168.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling