+68.0%
REPL vs CASY
+154.1%
-86.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.3% | +8.3% | +8.0% |
| 7D | +22.8% | +1.1% | +21.7% | +22.5% |
| 30D | +63.8% | +8.7% | +55.1% | +61.0% |
| 3M | +68.1% | -17.3% | +85.4% | +73.2% |
| 6M | +528.5% | -19.7% | +548.2% | +557.8% |
| YTD | +122.4% | +24.8% | +97.6% | +98.1% |
| 1Y | +154.4% | +31.9% | +122.5% | +121.5% |
| 3Y | +68.0% | +155.4% | -87.4% | +3.7% |
| All | +68.0% | +154.1% | -86.1% | +3.7% |
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