-4.6%
CARR vs REPL
+161.1%
-165.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.1% |
| 7D | +1.6% | -3.0% | +4.5% | +1.6% |
| 30D | -8.7% | +27.1% | -35.9% | -8.9% |
| 3M | -12.6% | +52.4% | -65.0% | -13.1% |
| 6M | -1.5% | +107.4% | -109.0% | -1.1% |
| YTD | +14.3% | +54.7% | -40.4% | +15.2% |
| 1Y | -4.6% | +158.9% | -163.4% | -6.1% |
| All | -4.6% | +161.1% | -165.7% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling