-14.9%
CNH vs REPL
-35.6%
+20.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.0% | -5.2% | +2.7% |
| 7D | -1.7% | +22.8% | -24.5% | -1.8% |
| 30D | -7.2% | +63.8% | -71.0% | -7.5% |
| 3M | +6.5% | +68.1% | -61.6% | +6.2% |
| 6M | +7.9% | +528.5% | -520.6% | +5.4% |
| YTD | +26.6% | +122.4% | -95.8% | +24.8% |
| 1Y | +13.8% | +154.4% | -140.6% | +11.8% |
| 3Y | +9.2% | +68.0% | -58.8% | -0.6% |
| All | -14.9% | -35.6% | +20.8% | -14.2% |
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