+3.4%
CNC vs REPL
-53.9%
+57.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | -4.9% | -9.6% | +4.7% | -4.7% |
| 30D | -3.8% | +5.7% | -9.5% | -3.9% |
| 3M | -3.2% | +56.4% | -59.6% | -4.6% |
| 6M | +47.9% | +67.4% | -19.6% | +43.8% |
| YTD | +55.7% | +48.7% | +7.0% | +51.5% |
| 1Y | +106.2% | +148.3% | -42.0% | +97.5% |
| 3Y | -2.1% | -26.7% | +24.6% | -5.9% |
| 5Y | +3.4% | -54.1% | +57.5% | -1.0% |
| All | +3.4% | -53.9% | +57.3% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling