+421.5%
CARR vs REPL
+24.2%
+397.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +1.5% |
| 7D | -3.8% | -14.1% | +10.3% | -3.5% |
| 30D | -8.9% | -15.2% | +6.3% | -8.6% |
| 3M | -17.3% | +49.9% | -67.2% | -18.9% |
| 6M | -1.4% | +63.5% | -64.9% | -5.0% |
| YTD | +10.0% | +32.9% | -22.9% | +6.4% |
| 1Y | -6.4% | +115.0% | -121.3% | -12.3% |
| 3Y | +1.5% | -34.7% | +36.3% | -6.1% |
| 5Y | +9.3% | -59.7% | +68.9% | +1.9% |
| All | +421.5% | +24.2% | +397.3% | +293.1% |
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 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