+129.5%
REPL vs CAI
-9.3%
+138.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.7% | -6.4% |
| 7D | +5.3% | -26.3% | +31.5% | +3.4% |
| 30D | +66.6% | -17.5% | +84.2% | +65.5% |
| 3M | +59.6% | +5.8% | +53.7% | +64.6% |
| 6M | +482.4% | +53.6% | +428.7% | +529.5% |
| YTD | +124.1% | -9.2% | +133.3% | +159.7% |
| 1Y | +138.6% | -2.7% | +141.2% | +171.4% |
| All | +129.5% | -9.3% | +138.8% | +200.6% |
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