+75.7%
CART vs REPL
+15.4%
+60.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +1.4% | +28.8% | -27.5% | +1.1% |
| 30D | +29.7% | +57.3% | -27.7% | +29.0% |
| 3M | +29.7% | +73.6% | -43.8% | +28.8% |
| 6M | +36.8% | +582.8% | -546.0% | +30.9% |
| YTD | +31.7% | +112.9% | -81.2% | +27.5% |
| 1Y | +62.4% | +130.7% | -68.3% | +57.0% |
| 3Y | +120.1% | +45.7% | +74.4% | +94.1% |
| All | +75.7% | +15.4% | +60.3% | +71.5% |
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