+612.9%
CAH vs REPL
+36.1%
+576.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.7% | +0.4% |
| 7D | +5.9% | +5.3% | +0.7% | +5.8% |
| 30D | +16.5% | +66.6% | -50.1% | +15.1% |
| 3M | +15.7% | +59.6% | -43.8% | +14.3% |
| 6M | +52.7% | +482.4% | -429.6% | +43.3% |
| YTD | +36.3% | +124.1% | -87.8% | +29.1% |
| 1Y | +36.7% | +138.6% | -101.8% | +29.2% |
| 3Y | +178.2% | +96.0% | +82.1% | +141.2% |
| 5Y | +515.8% | -35.4% | +551.2% | +465.5% |
| All | +612.9% | +36.1% | +576.7% | +439.9% |
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