-35.1%
REPL vs CASY
+250.1%
-285.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.3% | +8.3% | +8.1% |
| 7D | +22.8% | +1.1% | +21.7% | +22.3% |
| 30D | +63.8% | +8.7% | +55.1% | +59.2% |
| 3M | +68.1% | -17.3% | +85.4% | +76.5% |
| 6M | +528.5% | -19.7% | +548.2% | +561.4% |
| YTD | +122.4% | +24.8% | +97.6% | +92.1% |
| 1Y | +154.4% | +31.9% | +122.5% | +113.8% |
| 3Y | +68.0% | +155.4% | -87.4% | -1.5% |
| All | -35.1% | +250.1% | -285.3% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling