+368.0%
CRS vs REPL
+91.4%
+276.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.0% | +6.8% | +9.6% |
| 7D | +4.9% | +14.2% | -9.3% | +4.5% |
| 30D | -20.8% | +65.9% | -86.7% | -22.2% |
| 3M | -46.4% | +84.6% | -131.0% | -47.6% |
| 6M | -28.6% | +446.9% | -475.5% | -34.2% |
| YTD | -2.8% | +129.0% | -131.8% | -9.4% |
| 1Y | -6.7% | +167.9% | -174.6% | -13.8% |
| 3Y | +368.0% | +93.9% | +274.1% | +288.0% |
| All | +368.0% | +91.4% | +276.6% | +288.0% |
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 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