-40.6%
CAG vs REPL
-9.7%
-31.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.0% |
| 7D | -6.6% | -9.6% | +3.0% | -6.6% |
| 30D | +2.3% | +5.7% | -3.4% | +2.3% |
| 3M | +16.3% | +56.4% | -40.1% | +15.8% |
| 6M | -16.0% | +67.4% | -83.5% | -17.6% |
| YTD | -7.7% | +48.7% | -56.4% | -9.3% |
| 1Y | -16.0% | +148.3% | -164.3% | -18.7% |
| 3Y | -37.7% | -26.7% | -11.0% | -40.4% |
| 5Y | -41.2% | -54.1% | +12.9% | -43.4% |
| All | -40.6% | -9.7% | -31.0% | -49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling