+65.2%
CAPR vs REPL
+144.6%
-79.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.9% |
| 7D | +5.9% | +1.2% | +4.6% | +5.6% |
| 30D | +44.6% | +92.2% | -47.6% | +38.7% |
| 3M | +126.4% | +44.1% | +82.3% | +120.5% |
| 6M | -68.6% | +313.0% | -381.6% | -70.7% |
| YTD | -67.0% | +125.2% | -192.2% | -19.4% |
| 1Y | +65.2% | +143.8% | -78.6% | +76.1% |
| All | +65.2% | +144.6% | -79.4% | +76.1% |
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