+148.1%
CFG vs REPL
-6.0%
+154.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | 0.0% |
| 7D | +1.5% | -3.0% | +4.5% | +1.7% |
| 30D | -3.8% | +27.1% | -31.0% | -4.9% |
| 3M | +11.5% | +52.4% | -40.9% | +7.2% |
| 6M | +19.2% | +107.4% | -88.3% | +7.2% |
| YTD | +23.7% | +54.7% | -31.0% | +13.0% |
| 1Y | +38.8% | +158.9% | -120.0% | +18.5% |
| 3Y | +178.9% | -23.7% | +202.6% | +127.7% |
| 5Y | +101.8% | -54.3% | +156.1% | +69.7% |
| All | +148.1% | -6.0% | +154.1% | +55.7% |
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 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