+47.2%
CAPR vs REPL
+125.1%
-77.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.1% | +8.2% |
| 7D | +43.2% | +28.8% | +14.3% | +41.0% |
| 30D | +14.7% | +57.3% | -42.7% | +11.4% |
| 3M | +113.9% | +73.6% | +40.3% | +106.6% |
| 6M | -73.4% | +582.8% | -656.2% | -77.1% |
| YTD | -69.1% | +112.9% | -182.0% | -33.5% |
| 1Y | +47.2% | +130.7% | -83.5% | +27.1% |
| All | +47.2% | +125.1% | -77.9% | +27.1% |
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