+155.6%
REPL vs CASY
+30.1%
+125.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +3.0% |
| 7D | +14.2% | +3.6% | +10.6% | +14.7% |
| 30D | +65.9% | +7.2% | +58.7% | +66.7% |
| 3M | +84.6% | -16.9% | +101.5% | +81.6% |
| 6M | +446.9% | -19.3% | +466.3% | +482.4% |
| YTD | +129.0% | +25.6% | +103.4% | +120.0% |
| All | +155.6% | +30.1% | +125.5% | +145.1% |
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