+158.9%
REPL vs CASY
+51.2%
+107.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.0% | +0.1% | -3.0% | -3.0% |
| 30D | +27.1% | -11.3% | +38.5% | +26.1% |
| 3M | +52.4% | -0.6% | +53.0% | +53.1% |
| 6M | +107.4% | +10.7% | +96.7% | +103.9% |
| YTD | +54.7% | +37.1% | +17.6% | +40.9% |
| 1Y | +158.9% | +52.3% | +106.6% | +80.8% |
| All | +158.9% | +51.2% | +107.6% | +80.8% |
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