+47.3%
CAPR vs REPL
-25.2%
+72.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | -2.0% | -3.0% | +1.0% | -1.7% |
| 30D | +139.2% | +27.1% | +112.1% | +133.6% |
| 3M | -66.4% | +52.4% | -118.7% | -68.2% |
| 6M | -63.1% | +107.4% | -170.6% | -69.4% |
| YTD | -67.4% | +54.7% | -122.2% | -71.8% |
| 1Y | +58.2% | +158.9% | -100.6% | +21.5% |
| All | +47.3% | -25.2% | +72.6% | -13.7% |
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