+158.1%
CP vs REPL
+36.1%
+121.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.1% |
| 7D | -0.7% | +5.3% | -5.9% | -0.8% |
| 30D | +9.6% | +66.6% | -57.0% | +8.0% |
| 3M | +2.2% | +59.6% | -57.3% | +0.8% |
| 6M | +11.1% | +482.4% | -471.3% | +2.9% |
| YTD | +28.2% | +124.1% | -95.9% | +20.0% |
| 1Y | +32.2% | +138.6% | -106.4% | +23.3% |
| 3Y | +35.5% | +96.0% | -60.5% | +13.2% |
| 5Y | +26.8% | -35.4% | +62.2% | +13.3% |
| All | +158.1% | +36.1% | +121.9% | +87.1% |
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