+32.1%
REPL vs CASY
+569.0%
-537.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -4.1% |
| 7D | +15.1% | +1.8% | +13.3% | +14.1% |
| 30D | +51.1% | +11.2% | +39.9% | +43.7% |
| 3M | +69.2% | -19.1% | +88.3% | +82.6% |
| 6M | +597.6% | -19.9% | +617.5% | +638.7% |
| YTD | +106.0% | +25.2% | +80.8% | +72.7% |
| 1Y | +133.3% | +31.6% | +101.7% | +90.1% |
| 3Y | +41.0% | +155.4% | -114.4% | -23.7% |
| 5Y | -40.1% | +251.5% | -291.7% | -73.6% |
| All | +32.1% | +569.0% | -537.0% | -58.9% |
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 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