+158.1%
CP vs REPL
+45.5%
+112.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.8% | -0.4% |
| 7D | +2.8% | +12.7% | -9.9% | +2.5% |
| 30D | +11.0% | +73.5% | -62.4% | +9.3% |
| 3M | +3.8% | +70.3% | -66.5% | +2.2% |
| 6M | +9.5% | +472.0% | -462.5% | +1.5% |
| YTD | +28.2% | +139.5% | -111.3% | +19.8% |
| 1Y | +33.0% | +167.3% | -134.3% | +23.6% |
| 3Y | +35.5% | +109.5% | -74.0% | +13.0% |
| 5Y | +25.8% | -29.9% | +55.7% | +12.1% |
| All | +158.1% | +45.5% | +112.6% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling