+88.3%
CI vs REPL
+25.1%
+63.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -1.2% |
| 7D | +1.0% | +15.1% | -14.1% | +0.7% |
| 30D | +9.9% | +51.1% | -41.2% | +8.6% |
| 3M | +12.1% | +69.2% | -57.2% | +10.3% |
| 6M | +10.6% | +597.6% | -586.9% | +1.0% |
| YTD | +11.4% | +106.0% | -94.6% | +4.3% |
| 1Y | +18.8% | +133.3% | -114.6% | +10.5% |
| 3Y | +2.9% | +41.0% | -38.1% | -13.2% |
| 5Y | +54.5% | -40.1% | +94.7% | +37.2% |
| All | +88.3% | +25.1% | +63.1% | +27.1% |
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