-0.8%
CRM vs REPL
-59.3%
+58.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.4% | +2.0% |
| 7D | -4.4% | -14.1% | +9.7% | -4.0% |
| 30D | +28.1% | -15.2% | +43.4% | +28.7% |
| 3M | +48.8% | +49.9% | -1.1% | +44.7% |
| 6M | +28.3% | +63.5% | -35.3% | +21.1% |
| YTD | -6.0% | +32.9% | -38.9% | -10.7% |
| 1Y | +1.4% | +115.0% | -113.5% | -7.7% |
| 3Y | +11.8% | -34.7% | +46.6% | +2.9% |
| All | -0.8% | -59.3% | +58.5% | -9.4% |
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 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