-30.8%
CAPR vs REPL
+35.1%
-65.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.0% | -3.3% | +3.4% |
| 7D | +41.1% | +22.8% | +18.3% | +36.7% |
| 30D | +11.1% | +63.8% | -52.7% | +2.5% |
| 3M | +115.3% | +68.1% | +47.2% | +96.8% |
| 6M | -73.8% | +528.5% | -602.3% | -83.5% |
| YTD | -68.8% | +122.4% | -191.2% | -78.6% |
| 1Y | +43.3% | +154.4% | -111.0% | -4.2% |
| 3Y | +214.7% | +68.0% | +146.7% | +35.1% |
| 5Y | +141.3% | -35.4% | +176.7% | +31.3% |
| All | -30.8% | +35.1% | -65.9% | -81.0% |
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