+167.3%
REPL vs CASY
+31.3%
+136.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.7% |
| 7D | +12.7% | +5.0% | +7.8% | +13.4% |
| 30D | +73.5% | +8.2% | +65.3% | +74.5% |
| 3M | +70.3% | -18.2% | +88.5% | +67.2% |
| 6M | +472.0% | -18.6% | +490.6% | +509.7% |
| YTD | +139.5% | +26.8% | +112.7% | +130.3% |
| 1Y | +167.3% | +31.6% | +135.7% | +156.6% |
| All | +167.3% | +31.3% | +136.0% | +156.6% |
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