-31.6%
CPB vs REPL
-35.6%
+4.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.0% | -9.3% | -1.3% |
| 7D | +8.0% | +22.8% | -14.8% | +7.9% |
| 30D | +22.4% | +63.8% | -41.4% | +22.1% |
| 3M | +2.5% | +68.1% | -65.6% | +2.2% |
| 6M | +12.2% | +528.5% | -516.3% | +10.3% |
| YTD | -12.8% | +122.4% | -135.2% | -14.1% |
| 1Y | -19.2% | +154.4% | -173.5% | -20.4% |
| 3Y | -35.6% | +68.0% | -103.5% | -38.2% |
| All | -31.6% | -35.6% | +4.1% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling