+143.8%
REPL vs CAI
-6.2%
+150.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -1.1% |
| 7D | +1.2% | -8.7% | +9.9% | -0.3% |
| 30D | +92.2% | -23.8% | +116.0% | +84.9% |
| 3M | +44.1% | +3.9% | +40.2% | +53.5% |
| 6M | +313.0% | +56.8% | +256.2% | +413.0% |
| YTD | +125.2% | -14.6% | +139.8% | +184.9% |
| 1Y | +143.8% | -5.2% | +148.9% | +198.5% |
| All | +143.8% | -6.2% | +150.0% | +198.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling