+134.6%
REPL vs CAI
-5.3%
+139.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.6% | +3.1% |
| 7D | +14.2% | -20.3% | +34.6% | +12.8% |
| 30D | +65.9% | -13.9% | +79.8% | +65.2% |
| 3M | +84.6% | +12.4% | +72.1% | +91.2% |
| 6M | +446.9% | +58.3% | +388.6% | +492.9% |
| YTD | +129.0% | -5.2% | +134.2% | +166.2% |
| 1Y | +167.9% | -0.2% | +168.0% | +206.9% |
| All | +134.6% | -5.3% | +139.9% | +208.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling