+62.0%
CFG vs REPL
-35.6%
+97.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.0% | -8.9% | -1.1% |
| 7D | -0.9% | +22.8% | -23.7% | -1.2% |
| 30D | +1.1% | +63.8% | -62.7% | +0.2% |
| 3M | -12.0% | +68.1% | -80.1% | -12.8% |
| 6M | -2.2% | +528.5% | -530.7% | -7.2% |
| YTD | +11.4% | +122.4% | -111.0% | +7.0% |
| 1Y | +27.8% | +154.4% | -126.5% | +22.2% |
| 3Y | +173.3% | +68.0% | +105.3% | +140.2% |
| All | +62.0% | -35.6% | +97.6% | +60.4% |
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 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