+125.6%
CG vs REPL
+36.8%
+88.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.1% |
| 7D | +0.2% | +1.2% | -1.1% | +0.1% |
| 30D | +11.2% | +92.2% | -81.0% | +7.4% |
| 3M | -22.1% | +44.1% | -66.2% | -23.7% |
| 6M | -17.9% | +313.0% | -330.9% | -26.9% |
| YTD | -31.3% | +125.2% | -156.5% | -39.1% |
| 1Y | -24.0% | +143.8% | -167.7% | -33.1% |
| 3Y | +45.0% | +104.2% | -59.2% | +4.4% |
| 5Y | -22.6% | -34.5% | +11.9% | -37.5% |
| All | +125.6% | +36.8% | +88.8% | +41.5% |
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 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