+377.4%
CTAS vs REPL
+39.1%
+338.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | +0.3% |
| 7D | -0.7% | +14.2% | -14.9% | -1.1% |
| 30D | +10.3% | +65.9% | -55.6% | +8.5% |
| 3M | +10.2% | +84.6% | -74.4% | +7.9% |
| 6M | +34.4% | +446.9% | -412.6% | +23.0% |
| YTD | +19.6% | +129.0% | -109.4% | +10.6% |
| 1Y | +21.8% | +167.9% | -146.1% | +11.7% |
| 3Y | +74.1% | +93.9% | -19.8% | +39.6% |
| 5Y | +114.0% | -33.0% | +147.0% | +86.1% |
| All | +377.4% | +39.1% | +338.2% | +226.4% |
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 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