-33.3%
CPB vs REPL
-35.0%
+1.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.7% |
| YTD | -13.1% | +125.2% | -138.3% | -14.4% |
| 1Y | -22.4% | +143.8% | -166.2% | -23.6% |
| 3Y | -35.3% | +104.2% | -139.5% | -38.4% |
| All | -33.3% | -35.0% | +1.7% | -38.3% |
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 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