+72.6%
CRM vs REPL
-7.7%
+80.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.8% |
| 7D | -3.5% | -5.7% | +2.3% | -3.2% |
| 30D | +29.3% | +22.5% | +6.8% | +27.8% |
| 3M | +36.8% | +64.7% | -27.8% | +30.0% |
| 6M | +23.9% | +83.0% | -59.1% | +11.3% |
| YTD | -5.5% | +52.0% | -57.4% | -14.3% |
| 1Y | -0.4% | +144.5% | -144.9% | -15.6% |
| 3Y | +12.8% | -25.1% | +37.8% | -8.8% |
| 5Y | -3.5% | -52.9% | +49.4% | -20.4% |
| All | +72.6% | -7.7% | +80.2% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling