+144.6%
CAPR vs REPL
-35.6%
+180.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.0% | -3.3% | +3.8% |
| 7D | +41.1% | +22.8% | +18.3% | +38.1% |
| 30D | +11.1% | +63.8% | -52.7% | +5.2% |
| 3M | +115.3% | +68.1% | +47.2% | +102.8% |
| 6M | -73.8% | +528.5% | -602.3% | -80.4% |
| YTD | -68.8% | +122.4% | -191.2% | -75.1% |
| 1Y | +43.3% | +154.4% | -111.0% | +12.6% |
| 3Y | +214.7% | +68.0% | +146.7% | +89.1% |
| All | +144.6% | -35.6% | +180.2% | +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 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