+1,298.7%
CRDO vs REPL
-36.8%
+1,335.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +1.8% |
| 7D | -4.5% | -14.1% | +9.6% | -3.7% |
| 30D | -39.2% | -15.2% | -24.0% | -38.8% |
| 3M | -38.5% | +49.9% | -88.3% | -41.2% |
| 6M | +40.6% | +63.5% | -23.0% | +26.8% |
| YTD | +13.2% | +32.9% | -19.7% | +3.6% |
| 1Y | +2.3% | +115.0% | -112.7% | -13.4% |
| 3Y | +942.5% | -34.7% | +977.3% | +775.6% |
| All | +1,298.7% | -36.8% | +1,335.5% | +874.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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