+134.0%
CNC vs REPL
+161.1%
-27.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | +3.5% | -3.0% | +6.5% | +3.6% |
| 30D | +0.1% | +27.1% | -27.1% | -0.2% |
| 3M | +6.9% | +52.4% | -45.5% | +5.8% |
| 6M | +49.0% | +107.4% | -58.4% | +46.4% |
| YTD | +62.9% | +54.7% | +8.2% | +59.9% |
| 1Y | +134.0% | +158.9% | -24.9% | +129.1% |
| All | +134.0% | +161.1% | -27.1% | +129.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling