-39.2%
CAG vs REPL
-6.0%
-33.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | -3.8% | -3.0% | -0.8% | -3.8% |
| 30D | +3.1% | +27.1% | -24.0% | +3.0% |
| 3M | +23.5% | +52.4% | -28.9% | +23.0% |
| 6M | -14.8% | +107.4% | -122.3% | -16.6% |
| YTD | -5.4% | +54.7% | -60.2% | -7.1% |
| 1Y | -11.8% | +158.9% | -170.7% | -14.6% |
| 3Y | -36.7% | -23.7% | -12.9% | -39.4% |
| 5Y | -40.3% | -54.3% | +14.1% | -42.4% |
| All | -39.2% | -6.0% | -33.2% | -48.0% |
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