+93.9%
REPL vs CASY
+155.2%
-61.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | +14.2% | +3.6% | +10.6% | +13.6% |
| 30D | +65.9% | +7.2% | +58.7% | +63.5% |
| 3M | +84.6% | -16.9% | +101.5% | +90.2% |
| 6M | +446.9% | -19.3% | +466.3% | +472.1% |
| YTD | +129.0% | +25.6% | +103.4% | +103.5% |
| 1Y | +167.9% | +30.2% | +137.7% | +134.6% |
| 3Y | +93.9% | +154.9% | -61.0% | +19.0% |
| All | +93.9% | +155.2% | -61.3% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling