-7.7%
CARR vs REPL
+124.4%
-132.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.4% | +6.1% | -2.2% |
| 7D | -4.1% | -13.4% | +9.3% | -4.1% |
| 30D | -11.0% | -3.0% | -8.0% | -11.0% |
| 3M | -16.4% | +56.3% | -72.7% | -16.7% |
| 6M | -2.4% | +60.9% | -63.2% | -1.6% |
| YTD | +8.4% | +36.2% | -27.8% | +9.5% |
| All | -7.7% | +124.4% | -132.1% | -8.8% |
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