+648.9%
CRS vs REPL
-24.7%
+673.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.5% |
| 7D | -3.1% | -5.7% | +2.7% | -2.9% |
| 30D | -19.6% | +22.5% | -42.1% | -20.2% |
| 3M | -8.1% | +64.7% | -72.7% | -11.0% |
| 6M | +18.6% | +83.0% | -64.5% | +11.4% |
| YTD | +45.9% | +52.0% | -6.1% | +37.9% |
| 1Y | +82.5% | +144.5% | -62.1% | +64.8% |
| 3Y | +648.9% | -25.1% | +674.0% | +531.4% |
| All | +648.9% | -24.7% | +673.6% | +531.4% |
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 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