+73.5%
CART vs REPL
+24.1%
+49.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.6% |
| 7D | +1.5% | +14.2% | -12.7% | +1.4% |
| 30D | +22.4% | +65.9% | -43.5% | +21.7% |
| 3M | +16.5% | +84.6% | -68.1% | +15.6% |
| 6M | +44.9% | +446.9% | -402.0% | +39.4% |
| YTD | +30.0% | +129.0% | -99.0% | +25.8% |
| 1Y | +59.1% | +167.9% | -108.8% | +53.4% |
| 3Y | +138.8% | +93.9% | +44.9% | +107.1% |
| All | +73.5% | +24.1% | +49.3% | +69.2% |
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 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