+55.6%
REPL vs CAI
-8.1%
+63.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.9% |
| 7D | -5.7% | +0.2% | -5.9% | -5.7% |
| 30D | +22.5% | +9.1% | +13.3% | +24.4% |
| 3M | +64.7% | +53.8% | +10.9% | +74.6% |
| 6M | +83.0% | +33.5% | +49.5% | +91.5% |
| YTD | +52.0% | -8.0% | +60.0% | +73.2% |
| 1Y | +144.5% | -28.7% | +173.2% | +201.5% |
| All | +55.6% | -8.1% | +63.7% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling