+196.0%
CAPR vs REPL
-35.3%
+231.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.9% | -9.7% | -8.8% |
| 7D | +19.1% | +9.8% | +9.3% | +17.6% |
| 30D | +48.8% | +81.5% | -32.7% | +39.0% |
| 3M | +144.4% | +44.2% | +100.2% | +133.8% |
| 6M | -67.5% | +437.4% | -504.9% | -75.1% |
| YTD | -64.5% | +126.1% | -190.7% | -71.8% |
| 1Y | +74.4% | +143.1% | -68.7% | +37.6% |
| 3Y | +265.7% | +97.8% | +167.9% | +111.5% |
| 5Y | +196.0% | -34.3% | +230.2% | +115.1% |
| All | +196.0% | -35.3% | +231.2% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling