+57.1%
CG vs REPL
-22.6%
+79.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | -4.3% | -3.0% | -1.4% | -4.3% |
| 30D | -5.1% | +27.1% | -32.2% | -5.4% |
| 3M | +8.7% | +52.4% | -43.7% | +7.6% |
| 6M | -9.2% | +107.4% | -116.7% | -11.4% |
| YTD | -18.9% | +54.7% | -73.6% | -20.4% |
| 1Y | -25.6% | +158.9% | -184.5% | -28.7% |
| All | +57.1% | -22.6% | +79.8% | +38.8% |
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