+9.6%
CI vs REPL
+100.5%
-90.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.6% | -2.0% | +2.5% |
| 7D | +2.6% | +12.7% | -10.1% | +2.6% |
| 30D | +7.3% | +73.5% | -66.1% | +7.3% |
| 3M | +9.5% | +70.3% | -60.8% | +9.5% |
| 6M | +6.4% | +472.0% | -465.6% | +5.5% |
| YTD | +12.0% | +139.5% | -127.5% | +11.5% |
| 1Y | +20.1% | +167.3% | -147.2% | +19.3% |
| 3Y | +9.6% | +109.5% | -100.0% | +4.6% |
| All | +9.6% | +100.5% | -90.9% | +4.6% |
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