+441.9%
CARR vs REPL
+44.6%
+397.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.3% |
| 3M | -12.6% | +52.4% | -65.0% | -14.2% |
| 6M | -1.5% | +107.4% | -109.0% | -5.8% |
| YTD | +14.3% | +54.7% | -40.4% | +10.2% |
| 1Y | -4.6% | +158.9% | -163.4% | -11.0% |
| 3Y | +7.3% | -23.7% | +31.1% | -1.1% |
| 5Y | +11.6% | -54.3% | +66.0% | +4.0% |
| All | +441.9% | +44.6% | +397.3% | +307.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling