+47.7%
CI vs REPL
-35.6%
+83.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.0% | -10.6% | -2.7% |
| 7D | -1.6% | +22.8% | -24.3% | -1.7% |
| 30D | +5.4% | +63.8% | -58.4% | +5.0% |
| 3M | +7.3% | +68.1% | -60.9% | +6.8% |
| 6M | +5.3% | +528.5% | -523.2% | +2.1% |
| YTD | +8.5% | +122.4% | -113.9% | +6.2% |
| 1Y | +17.1% | +154.4% | -137.2% | +14.2% |
| 3Y | +1.4% | +68.0% | -66.6% | -6.6% |
| All | +47.7% | -35.6% | +83.3% | +41.3% |
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 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