+136.5%
CG vs REPL
+45.5%
+91.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -1.7% |
| 7D | +2.0% | +12.7% | -10.8% | +1.3% |
| 30D | +8.5% | +73.5% | -64.9% | +5.4% |
| 3M | -12.1% | +70.3% | -82.4% | -14.7% |
| 6M | -16.4% | +472.0% | -488.4% | -27.2% |
| YTD | -28.0% | +139.5% | -167.5% | -36.4% |
| 1Y | -18.9% | +167.3% | -186.2% | -29.0% |
| 3Y | +51.2% | +109.5% | -58.3% | +9.2% |
| 5Y | -15.9% | -29.9% | +14.1% | -32.3% |
| All | +136.5% | +45.5% | +91.0% | +47.9% |
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