-13.7%
CAPR vs REPL
+36.1%
-49.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -6.4% | +32.9% | +27.5% |
| 7D | +25.8% | +5.3% | +20.5% | +24.3% |
| 30D | +50.2% | +66.6% | -16.4% | +37.7% |
| 3M | +185.5% | +59.6% | +125.9% | +163.0% |
| 6M | -64.8% | +482.4% | -547.2% | -77.2% |
| YTD | -61.1% | +124.1% | -185.2% | -73.5% |
| 1Y | +81.0% | +138.6% | -57.6% | +22.2% |
| 3Y | +300.7% | +96.0% | +204.7% | +64.1% |
| 5Y | +223.3% | -35.4% | +258.7% | +75.7% |
| All | -13.7% | +36.1% | -49.8% | -76.4% |
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