-35.4%
REPL vs CASY
+265.4%
-300.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.7% | -7.0% |
| 7D | +5.3% | +5.8% | -0.6% | +3.6% |
| 30D | +66.6% | +10.7% | +55.9% | +61.2% |
| 3M | +59.6% | -13.9% | +73.4% | +65.6% |
| 6M | +482.4% | -18.4% | +500.8% | +512.7% |
| YTD | +124.1% | +29.6% | +94.4% | +91.6% |
| 1Y | +138.6% | +32.8% | +105.7% | +101.3% |
| 3Y | +96.0% | +162.3% | -66.2% | +14.5% |
| 5Y | -35.4% | +265.0% | -300.4% | -69.9% |
| All | -35.4% | +265.4% | -300.8% | -69.9% |
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