+72.5%
CART vs REPL
+20.6%
+51.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.0% | -7.4% | +0.5% |
| 7D | +3.0% | +22.8% | -19.8% | +2.7% |
| 30D | +28.6% | +63.8% | -35.2% | +27.8% |
| 3M | +29.1% | +68.1% | -39.0% | +28.2% |
| 6M | +44.7% | +528.5% | -483.8% | +38.8% |
| YTD | +29.2% | +122.4% | -93.2% | +25.1% |
| 1Y | +66.2% | +154.4% | -88.2% | +60.4% |
| 3Y | +112.8% | +68.0% | +44.8% | +85.2% |
| All | +72.5% | +20.6% | +51.9% | +68.2% |
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