-33.8%
CAPR vs REPL
+25.1%
-59.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.3% | -3.1% |
| 7D | +29.7% | +15.1% | +14.6% | +27.0% |
| 30D | +11.0% | +51.1% | -40.1% | +3.7% |
| 3M | +118.8% | +69.2% | +49.6% | +99.9% |
| 6M | -73.9% | +597.6% | -671.5% | -83.9% |
| YTD | -70.2% | +106.0% | -176.2% | -79.3% |
| 1Y | +38.3% | +133.3% | -95.1% | -6.2% |
| 3Y | +199.7% | +41.0% | +158.7% | +34.6% |
| 5Y | +130.6% | -40.1% | +170.7% | +27.1% |
| All | -33.8% | +25.1% | -59.0% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling