-41.6%
CAG vs REPL
-35.3%
-6.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.9% |
| 7D | -6.2% | +9.8% | -16.0% | -6.1% |
| 30D | +7.4% | +81.5% | -74.1% | +7.9% |
| 3M | -1.6% | +44.2% | -45.8% | -1.3% |
| 6M | +6.3% | +437.4% | -431.1% | +7.3% |
| YTD | -10.1% | +126.1% | -136.2% | -9.4% |
| 1Y | -10.2% | +143.1% | -153.4% | -9.5% |
| 3Y | -37.3% | +97.8% | -135.2% | -37.9% |
| 5Y | -41.6% | -34.3% | -7.3% | -45.2% |
| All | -41.6% | -35.3% | -6.3% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling