+121.0%
REPL vs CNI
+31.9%
+89.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.6% | -7.8% | -8.4% |
| 7D | -13.4% | -1.1% | -12.3% | -13.4% |
| 30D | -3.0% | -3.5% | +0.5% | -3.0% |
| 3M | +56.3% | +2.2% | +54.1% | +55.5% |
| 6M | +60.9% | +15.1% | +45.8% | +54.7% |
| YTD | +36.2% | +24.7% | +11.5% | +29.2% |
| 1Y | +121.0% | +33.4% | +87.7% | +83.8% |
| All | +121.0% | +31.9% | +89.1% | +83.8% |
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