+84.6%
CI vs REPL
+39.1%
+45.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.6% |
| 7D | +0.1% | +14.2% | -14.1% | -0.2% |
| 30D | +4.7% | +65.9% | -61.2% | +3.2% |
| 3M | +5.2% | +84.6% | -79.4% | +3.4% |
| 6M | +3.8% | +446.9% | -443.1% | -4.0% |
| YTD | +9.2% | +129.0% | -119.8% | +2.0% |
| 1Y | +14.3% | +167.9% | -153.6% | +5.8% |
| 3Y | +8.4% | +93.9% | -85.5% | -10.4% |
| 5Y | +50.0% | -33.0% | +83.0% | +32.8% |
| All | +84.6% | +39.1% | +45.5% | +24.3% |
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