+499.1%
CRS vs REPL
+36.8%
+462.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +4.8% | +1.2% | +3.5% | +4.6% |
| 30D | -23.2% | +92.2% | -115.4% | -27.0% |
| 3M | -45.5% | +44.1% | -89.6% | -47.2% |
| 6M | -33.1% | +313.0% | -346.1% | -43.5% |
| YTD | -7.2% | +125.2% | -132.4% | -22.2% |
| 1Y | -10.0% | +143.8% | -153.8% | -25.2% |
| 3Y | +332.3% | +104.2% | +228.1% | +178.2% |
| 5Y | +801.9% | -34.5% | +836.4% | +572.0% |
| All | +499.1% | +36.8% | +462.3% | +184.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling