+622.2%
CAH vs REPL
+36.8%
+585.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +3.5% | +1.2% | +2.2% | +3.4% |
| 30D | +13.5% | +92.2% | -78.7% | +11.7% |
| 3M | +21.8% | +44.1% | -22.3% | +20.7% |
| 6M | +51.5% | +313.0% | -261.5% | +43.8% |
| YTD | +38.1% | +125.2% | -87.1% | +30.8% |
| 1Y | +37.7% | +143.8% | -106.1% | +30.1% |
| 3Y | +179.6% | +104.2% | +75.4% | +141.9% |
| 5Y | +504.9% | -34.5% | +539.5% | +455.1% |
| All | +622.2% | +36.8% | +585.4% | +446.9% |
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