+158.0%
CP vs REPL
+25.1%
+132.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.6% |
| 7D | +6.1% | +15.1% | -9.0% | +5.7% |
| 30D | +9.8% | +51.1% | -41.3% | +8.4% |
| 3M | +2.7% | +69.2% | -66.5% | +1.1% |
| 6M | +12.8% | +597.6% | -584.8% | +3.6% |
| YTD | +28.2% | +106.0% | -77.8% | +20.2% |
| 1Y | +34.1% | +133.3% | -99.2% | +25.2% |
| 3Y | +28.9% | +41.0% | -12.1% | +10.1% |
| 5Y | +27.1% | -40.1% | +67.2% | +13.7% |
| All | +158.0% | +25.1% | +132.9% | +87.6% |
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