+43.5%
CG vs REPL
+98.6%
-55.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.3% |
| 7D | -1.5% | +9.8% | -11.3% | -1.6% |
| 30D | +5.7% | +81.5% | -75.8% | +4.8% |
| 3M | -17.9% | +44.2% | -62.1% | -18.4% |
| 6M | -20.2% | +437.4% | -457.6% | -22.7% |
| YTD | -32.0% | +126.1% | -158.1% | -33.7% |
| 1Y | -27.0% | +143.1% | -170.2% | -29.0% |
| All | +43.5% | +98.6% | -55.1% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling