+71.5%
CART vs REPL
+11.7%
+59.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.4% |
| 7D | +1.2% | +15.1% | -13.9% | +1.0% |
| 30D | +27.1% | +51.1% | -24.0% | +26.5% |
| 3M | +27.4% | +69.2% | -41.8% | +26.5% |
| 6M | +32.1% | +597.6% | -565.4% | +26.3% |
| YTD | +28.5% | +106.0% | -77.5% | +24.5% |
| 1Y | +58.8% | +133.3% | -74.5% | +53.4% |
| 3Y | +114.8% | +41.0% | +73.8% | +89.5% |
| All | +71.5% | +11.7% | +59.8% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling