+125.5%
CFG vs REPL
+25.1%
+100.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -3.0% |
| 7D | -2.2% | +15.1% | -17.3% | -2.8% |
| 30D | +0.4% | +51.1% | -50.7% | -1.6% |
| 3M | -12.6% | +69.2% | -81.8% | -14.8% |
| 6M | +0.6% | +597.6% | -596.9% | -12.5% |
| YTD | +12.4% | +106.0% | -93.5% | +1.3% |
| 1Y | +27.7% | +133.3% | -105.6% | +14.0% |
| 3Y | +172.4% | +41.0% | +131.4% | +110.0% |
| 5Y | +64.0% | -40.1% | +104.1% | +36.4% |
| All | +125.5% | +25.1% | +100.4% | +39.5% |
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