-25.9%
CPB vs REPL
+37.4%
-63.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | -5.8% | +9.8% | -15.6% | -5.9% |
| 30D | +16.5% | +81.5% | -65.0% | +15.7% |
| 3M | -1.1% | +44.2% | -45.3% | -1.5% |
| 6M | +11.5% | +437.4% | -425.9% | +8.2% |
| YTD | -15.7% | +126.1% | -141.9% | -18.0% |
| 1Y | -24.7% | +143.1% | -167.8% | -26.8% |
| 3Y | -37.3% | +97.8% | -135.1% | -41.5% |
| 5Y | -35.0% | -34.3% | -0.8% | -37.9% |
| All | -25.9% | +37.4% | -63.3% | -31.9% |
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