-22.4%
CPB vs REPL
+144.6%
-167.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.2% |
| 7D | -1.6% | +1.2% | -2.8% | -1.6% |
| 30D | +19.2% | +92.2% | -73.0% | +18.8% |
| 3M | -0.9% | +44.1% | -45.0% | -1.2% |
| 6M | +15.2% | +313.0% | -297.8% | +12.7% |
| YTD | -13.1% | +125.2% | -138.3% | -12.8% |
| 1Y | -22.4% | +143.8% | -166.2% | -23.3% |
| All | -22.4% | +144.6% | -167.0% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling