+160.6%
CG vs REPL
-7.7%
+168.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.1% |
| 7D | -1.3% | -5.7% | +4.5% | -1.0% |
| 30D | -3.2% | +22.5% | -25.6% | -4.2% |
| 3M | +6.2% | +64.7% | -58.4% | +1.2% |
| 6M | -4.7% | +83.0% | -87.7% | -14.4% |
| YTD | -20.6% | +52.0% | -72.6% | -28.1% |
| 1Y | -26.4% | +144.5% | -170.9% | -38.0% |
| 3Y | +55.4% | -25.1% | +80.4% | +24.4% |
| 5Y | +9.8% | -52.9% | +62.7% | -10.1% |
| All | +160.6% | -7.7% | +168.3% | +67.1% |
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 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