+143.8%
REPL vs CNI
+32.7%
+111.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.5% |
| 7D | +1.2% | +2.5% | -1.3% | +1.5% |
| 30D | +92.2% | +6.1% | +86.1% | +93.2% |
| 3M | +44.1% | +0.1% | +44.0% | +44.2% |
| 6M | +313.0% | +14.9% | +298.1% | +303.9% |
| YTD | +125.2% | +30.9% | +94.3% | +119.2% |
| 1Y | +143.8% | +33.9% | +109.9% | +134.3% |
| All | +143.8% | +32.7% | +111.0% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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