-27.7%
CAPR vs REPL
-6.0%
-21.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | -2.0% | -3.0% | +1.0% | -1.5% |
| 30D | +139.2% | +27.1% | +112.1% | +129.2% |
| 3M | -66.4% | +52.4% | -118.7% | -70.4% |
| 6M | -63.1% | +107.4% | -170.6% | -74.8% |
| YTD | -67.4% | +54.7% | -122.2% | -76.3% |
| 1Y | +58.2% | +158.9% | -100.6% | -8.5% |
| 3Y | +42.2% | -23.7% | +65.9% | -25.8% |
| 5Y | +87.3% | -54.3% | +141.6% | +7.4% |
| All | -27.7% | -6.0% | -21.7% | -78.9% |
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