+12.0%
CI vs REPL
+142.3%
-130.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.7% |
| 7D | -1.7% | +9.8% | -11.5% | -1.5% |
| 30D | +4.9% | +81.5% | -76.6% | +6.2% |
| 3M | +7.4% | +44.2% | -36.8% | +8.3% |
| 6M | +0.4% | +437.4% | -437.0% | +4.5% |
| YTD | +9.5% | +126.1% | -116.7% | +12.0% |
| 1Y | +12.0% | +143.1% | -131.2% | +14.2% |
| All | +12.0% | +142.3% | -130.4% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling