+9.7%
CRM vs REPL
-33.1%
+42.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.4% | +7.9% | -0.4% |
| 7D | -8.1% | -13.4% | +5.3% | -8.0% |
| 30D | +23.1% | -3.0% | +26.1% | +23.0% |
| 3M | +42.5% | +56.3% | -13.8% | +40.7% |
| 6M | +25.3% | +60.9% | -35.6% | +22.8% |
| YTD | -7.8% | +36.2% | -44.0% | -9.5% |
| 1Y | +1.0% | +121.0% | -120.0% | -2.5% |
| All | +9.7% | -33.1% | +42.8% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling