+216.8%
CAPR vs REPL
+100.5%
+116.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.6% | -14.5% | -10.4% |
| 7D | +7.6% | +12.7% | -5.1% | +6.4% |
| 30D | +13.3% | +73.5% | -60.2% | +7.6% |
| 3M | +130.4% | +70.3% | +60.1% | +118.9% |
| 6M | -70.8% | +472.0% | -542.8% | -76.6% |
| YTD | -69.3% | +139.5% | -208.8% | -74.5% |
| 1Y | +59.5% | +167.3% | -107.7% | +31.2% |
| 3Y | +216.8% | +109.5% | +107.2% | +108.8% |
| All | +216.8% | +100.5% | +116.3% | +108.8% |
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