+3.8%
CNC vs REPL
+37.4%
-33.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -5.3% | +9.8% | -15.0% | -5.6% |
| 30D | +2.0% | +81.5% | -79.5% | -0.1% |
| 3M | +4.8% | +44.2% | -39.5% | +3.3% |
| 6M | +18.5% | +437.4% | -418.9% | +8.8% |
| YTD | +70.8% | +126.1% | -55.4% | +58.1% |
| 1Y | +94.1% | +143.1% | -49.0% | +79.1% |
| 3Y | -2.2% | +97.8% | -100.1% | -20.1% |
| 5Y | -7.4% | -34.3% | +26.9% | -18.4% |
| All | +3.8% | +37.4% | -33.6% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling