+328.8%
CTAS vs REPL
-6.0%
+334.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -1.8% | -3.0% | +1.2% | -1.7% |
| 30D | -0.2% | +27.1% | -27.3% | -1.0% |
| 3M | +11.7% | +52.4% | -40.7% | +8.6% |
| 6M | +0.7% | +107.4% | -106.7% | -6.8% |
| YTD | +7.4% | +54.7% | -47.3% | +0.7% |
| 1Y | -2.1% | +158.9% | -161.0% | -13.0% |
| 3Y | +62.9% | -23.7% | +86.7% | +40.1% |
| 5Y | +111.9% | -54.3% | +166.2% | +86.3% |
| All | +328.8% | -6.0% | +334.8% | +197.1% |
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