-33.7%
REPL vs CASY
+266.7%
-300.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +1.2% | +3.6% | -2.3% | +0.3% |
| 30D | +92.2% | +9.1% | +83.1% | +86.8% |
| 3M | +44.1% | -16.5% | +60.6% | +50.9% |
| 6M | +313.0% | -19.7% | +332.7% | +336.8% |
| YTD | +125.2% | +29.3% | +95.9% | +92.7% |
| 1Y | +143.8% | +33.1% | +110.6% | +105.4% |
| 3Y | +104.2% | +158.5% | -54.3% | +20.2% |
| All | -33.7% | +266.7% | -300.4% | -69.0% |
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 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