+130.7%
REPL vs CASY
+32.1%
+98.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.4% |
| 7D | +28.8% | +0.8% | +28.0% | +29.0% |
| 30D | +57.3% | +9.4% | +47.9% | +58.0% |
| 3M | +73.6% | -20.6% | +94.2% | +69.4% |
| 6M | +582.8% | -20.7% | +603.6% | +619.0% |
| YTD | +112.9% | +22.5% | +90.4% | +106.7% |
| 1Y | +130.7% | +29.5% | +101.2% | +125.9% |
| All | +130.7% | +32.1% | +98.5% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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