+42.6%
REPL vs CASY
+567.2%
-524.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.3% | +8.3% | +8.1% |
| 7D | +22.8% | +1.1% | +21.7% | +22.1% |
| 30D | +63.8% | +8.7% | +55.1% | +57.2% |
| 3M | +68.1% | -17.3% | +85.4% | +79.9% |
| 6M | +528.5% | -19.7% | +548.2% | +564.8% |
| YTD | +122.4% | +24.8% | +97.6% | +86.7% |
| 1Y | +154.4% | +31.9% | +122.5% | +106.9% |
| 3Y | +68.0% | +155.4% | -87.4% | -9.1% |
| 5Y | -35.4% | +250.6% | -285.9% | -71.5% |
| All | +42.6% | +567.2% | -524.6% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling