-20.9%
CG vs REPL
-35.6%
+14.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.0% | -8.6% | -0.9% |
| 7D | -1.2% | +22.8% | -24.0% | -1.8% |
| 30D | +5.0% | +63.8% | -58.8% | +3.3% |
| 3M | -18.2% | +68.1% | -86.3% | -19.7% |
| 6M | -20.7% | +528.5% | -549.2% | -27.4% |
| YTD | -31.4% | +122.4% | -153.8% | -36.0% |
| 1Y | -22.3% | +154.4% | -176.6% | -28.0% |
| 3Y | +50.2% | +68.0% | -17.8% | +22.2% |
| All | -20.9% | -35.6% | +14.7% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling