-1.3%
CNC vs REPL
-24.7%
+23.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.7% |
| 7D | -1.0% | -5.7% | +4.7% | -1.0% |
| 30D | -1.8% | +22.5% | -24.3% | -2.0% |
| 3M | -0.7% | +64.7% | -65.4% | -1.4% |
| 6M | +47.9% | +83.0% | -35.1% | +46.3% |
| YTD | +56.9% | +52.0% | +5.0% | +55.1% |
| 1Y | +123.9% | +144.5% | -20.6% | +120.9% |
| 3Y | -1.3% | -25.1% | +23.8% | -8.6% |
| All | -1.3% | -24.7% | +23.4% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling