+455.2%
COST vs REPL
+36.1%
+419.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.4% | +8.5% | +2.1% |
| 7D | +3.9% | +5.3% | -1.3% | +3.8% |
| 30D | +13.5% | +66.6% | -53.1% | +12.4% |
| 3M | +15.3% | +59.6% | -44.2% | +14.3% |
| 6M | +9.2% | +482.4% | -473.2% | +3.5% |
| YTD | +26.9% | +124.1% | -97.2% | +21.3% |
| 1Y | +19.7% | +138.6% | -118.8% | +14.2% |
| 3Y | +96.0% | +96.0% | 0.0% | +72.1% |
| 5Y | +124.0% | -35.4% | +159.4% | +106.8% |
| All | +455.2% | +36.1% | +419.1% | +332.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling