+533.6%
CAH vs REPL
-6.0%
+539.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.5% |
| 7D | +5.4% | -3.0% | +8.4% | +5.5% |
| 30D | +3.3% | +27.1% | -23.8% | +2.7% |
| 3M | +22.8% | +52.4% | -29.6% | +20.3% |
| 6M | +11.3% | +107.4% | -96.2% | +5.6% |
| YTD | +21.1% | +54.7% | -33.6% | +15.9% |
| 1Y | +67.2% | +158.9% | -91.6% | +54.6% |
| 3Y | +195.6% | -23.7% | +219.4% | +168.9% |
| 5Y | +413.8% | -54.3% | +468.2% | +375.0% |
| All | +533.6% | -6.0% | +539.6% | +384.5% |
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 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