-26.7%
CAPR vs REPL
+36.8%
-63.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.9% |
| 7D | +5.9% | +1.2% | +4.6% | +5.3% |
| 30D | +44.6% | +92.2% | -47.6% | +29.5% |
| 3M | +126.4% | +44.1% | +82.3% | +112.0% |
| 6M | -68.6% | +313.0% | -381.6% | -78.0% |
| YTD | -67.0% | +125.2% | -192.2% | -77.5% |
| 1Y | +65.2% | +143.8% | -78.6% | +11.1% |
| 3Y | +235.6% | +104.2% | +131.4% | +35.7% |
| 5Y | +175.4% | -34.5% | +210.0% | +49.1% |
| All | -26.7% | +36.8% | -63.5% | -80.0% |
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