+155.0%
REPL vs CAI
-0.6%
+155.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.0% | +3.8% |
| 7D | +12.7% | -25.6% | +38.4% | +7.6% |
| 30D | +73.5% | -17.7% | +91.2% | +69.5% |
| 3M | +70.3% | +4.4% | +65.9% | +80.5% |
| 6M | +472.0% | +51.3% | +420.7% | +594.6% |
| YTD | +139.5% | -9.5% | +149.0% | +205.9% |
| All | +155.0% | -0.6% | +155.6% | +217.7% |
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