-24.2%
CAPR vs REPL
+39.1%
-63.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.0% | +6.5% | +9.0% |
| 7D | +36.0% | +14.2% | +21.8% | +33.3% |
| 30D | +25.8% | +65.9% | -40.1% | +15.8% |
| 3M | +140.8% | +84.6% | +56.3% | +117.0% |
| 6M | -67.6% | +446.9% | -514.5% | -78.7% |
| YTD | -65.9% | +129.0% | -194.9% | -76.7% |
| 1Y | +66.1% | +167.9% | -101.8% | +10.0% |
| 3Y | +256.9% | +93.9% | +163.0% | +47.8% |
| 5Y | +172.1% | -33.0% | +205.1% | +47.1% |
| All | -24.2% | +39.1% | -63.4% | -79.3% |
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