+328.9%
CTAS vs REPL
-7.7%
+336.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | 0.0% | -5.7% | +5.7% | +0.1% |
| 30D | -1.0% | +22.5% | -23.5% | -1.7% |
| 3M | +15.8% | +64.7% | -48.9% | +12.3% |
| 6M | -1.0% | +83.0% | -84.0% | -7.8% |
| YTD | +7.4% | +52.0% | -44.5% | +0.7% |
| 1Y | -0.1% | +144.5% | -144.7% | -10.9% |
| 3Y | +66.3% | -25.1% | +91.4% | +43.1% |
| 5Y | +111.0% | -52.9% | +163.8% | +84.5% |
| All | +328.9% | -7.7% | +336.6% | +197.3% |
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