+148.3%
REPL vs CAI
-31.0%
+179.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.9% |
| 7D | -9.6% | -3.1% | -6.5% | -10.2% |
| 30D | +5.7% | +2.7% | +3.0% | +7.3% |
| 3M | +56.4% | +41.7% | +14.7% | +73.1% |
| 6M | +67.4% | +26.5% | +41.0% | +87.9% |
| YTD | +48.7% | -10.9% | +59.6% | +73.4% |
| 1Y | +148.3% | -29.2% | +177.5% | +192.6% |
| All | +148.3% | -31.0% | +179.2% | +192.6% |
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 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