-10.0%
CRM vs REPL
+125.1%
-135.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -6.2% | +28.8% | -35.0% | -6.2% |
| 30D | -1.2% | +57.3% | -58.5% | -1.3% |
| 3M | +19.1% | +73.6% | -54.5% | +18.8% |
| 6M | +23.0% | +582.8% | -559.9% | +22.1% |
| YTD | -13.7% | +112.9% | -126.5% | -6.1% |
| 1Y | -10.0% | +130.7% | -140.6% | -3.4% |
| All | -10.0% | +125.1% | -135.1% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling