+37.7%
CAH vs REPL
+144.6%
-106.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +3.5% | +1.2% | +2.2% | +3.4% |
| 30D | +13.5% | +92.2% | -78.7% | +13.3% |
| 3M | +21.8% | +44.1% | -22.3% | +21.8% |
| 6M | +51.5% | +313.0% | -261.5% | +51.6% |
| YTD | +38.1% | +125.2% | -87.1% | +39.0% |
| 1Y | +37.7% | +143.8% | -106.1% | +38.5% |
| All | +37.7% | +144.6% | -106.9% | +38.5% |
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 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