+145.3%
REPL vs CAI
-9.5%
+154.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.0% | +4.3% |
| 7D | +12.7% | -25.6% | +38.4% | +10.8% |
| 30D | +73.5% | -17.7% | +91.2% | +72.3% |
| 3M | +70.3% | +4.4% | +65.9% | +75.4% |
| 6M | +472.0% | +51.3% | +420.7% | +518.2% |
| YTD | +139.5% | -9.5% | +149.0% | +177.6% |
| 1Y | +167.3% | -1.5% | +168.8% | +202.9% |
| All | +145.3% | -9.5% | +154.8% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling