+36.4%
CAH vs REPL
+164.5%
-128.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | +0.9% |
| 7D | +9.4% | +12.7% | -3.3% | +9.4% |
| 30D | +16.5% | +73.5% | -57.0% | +16.4% |
| 3M | +17.0% | +70.3% | -53.3% | +16.9% |
| 6M | +51.4% | +472.0% | -420.6% | +51.0% |
| YTD | +36.0% | +139.5% | -103.5% | +36.8% |
| All | +36.4% | +164.5% | -128.1% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling