+75.4%
CI vs REPL
-6.0%
+81.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | +1.3% | -3.0% | +4.3% | +1.4% |
| 30D | +4.4% | +27.1% | -22.7% | +3.7% |
| 3M | +0.7% | +52.4% | -51.7% | -1.6% |
| 6M | +0.3% | +107.4% | -107.1% | -6.3% |
| YTD | +3.8% | +54.7% | -50.9% | -1.9% |
| 1Y | -5.5% | +158.9% | -164.4% | -14.9% |
| 3Y | +8.1% | -23.7% | +31.8% | -5.3% |
| 5Y | +42.8% | -54.3% | +97.1% | +27.6% |
| All | +75.4% | -6.0% | +81.4% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling