+183.7%
CAH vs REPL
-24.7%
+208.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.7% |
| 7D | +0.5% | -5.7% | +6.2% | +0.5% |
| 30D | +1.7% | +22.5% | -20.7% | +1.7% |
| 3M | +17.9% | +64.7% | -46.8% | +17.4% |
| 6M | +10.9% | +83.0% | -72.1% | +10.1% |
| YTD | +17.9% | +52.0% | -34.1% | +17.1% |
| 1Y | +61.7% | +144.5% | -82.8% | +59.3% |
| 3Y | +183.7% | -25.1% | +208.8% | +176.2% |
| All | +183.7% | -24.7% | +208.4% | +176.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling