+87.8%
CRS vs REPL
+136.9%
-49.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | 0.0% |
| 7D | -0.5% | -9.6% | +9.0% | -0.5% |
| 30D | -18.1% | +5.7% | -23.8% | -18.1% |
| 3M | -12.4% | +56.4% | -68.8% | -13.4% |
| 6M | +15.9% | +67.4% | -51.5% | +15.8% |
| YTD | +45.8% | +48.7% | -2.8% | +45.5% |
| 1Y | +87.8% | +148.3% | -60.5% | +86.0% |
| All | +87.8% | +136.9% | -49.1% | +86.0% |
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