+76.0%
CTAS vs REPL
+48.4%
+27.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.0% | -9.8% | -1.8% |
| 7D | +1.2% | +22.8% | -21.6% | +1.2% |
| 30D | +12.8% | +63.8% | -51.0% | +12.9% |
| 3M | +10.3% | +68.1% | -57.8% | +10.4% |
| 6M | +32.0% | +528.5% | -496.5% | +31.8% |
| YTD | +19.1% | +122.4% | -103.3% | +19.4% |
| 1Y | +21.5% | +154.4% | -132.9% | +21.6% |
| 3Y | +76.0% | +68.0% | +8.1% | +71.5% |
| All | +76.0% | +48.4% | +27.7% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling