-2.6%
CNC vs REPL
+98.6%
-101.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -5.3% | +9.8% | -15.0% | -5.3% |
| 30D | +2.0% | +81.5% | -79.5% | +1.6% |
| 3M | +4.8% | +44.2% | -39.5% | +4.5% |
| 6M | +18.5% | +437.4% | -418.9% | +16.6% |
| YTD | +70.8% | +126.1% | -55.4% | +67.9% |
| 1Y | +94.1% | +143.1% | -49.0% | +90.9% |
| All | -2.6% | +98.6% | -101.1% | -7.0% |
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