+15.0%
CI vs REPL
+147.5%
-132.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.9% | -0.7% |
| 7D | -1.3% | +5.3% | -6.6% | -1.2% |
| 30D | +6.4% | +66.6% | -60.2% | +7.6% |
| 3M | +10.7% | +59.6% | -48.9% | +11.9% |
| 6M | +5.5% | +482.4% | -476.9% | +9.8% |
| YTD | +11.4% | +124.1% | -112.7% | +13.9% |
| 1Y | +15.0% | +138.6% | -123.5% | +17.4% |
| All | +15.0% | +147.5% | -132.5% | +17.4% |
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