+52.0%
CI vs REPL
-34.5%
+86.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.9% | -0.5% |
| 7D | -1.3% | +5.3% | -6.6% | -1.3% |
| 30D | +6.4% | +66.6% | -60.2% | +6.0% |
| 3M | +10.7% | +59.6% | -48.9% | +10.3% |
| 6M | +5.5% | +482.4% | -476.9% | +2.5% |
| YTD | +11.4% | +124.1% | -112.7% | +9.0% |
| 1Y | +15.0% | +138.6% | -123.5% | +12.4% |
| 3Y | +9.0% | +96.0% | -87.1% | -0.7% |
| 5Y | +52.0% | -35.4% | +87.4% | +44.7% |
| All | +52.0% | -34.5% | +86.5% | +44.7% |
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