+876.1%
CRS vs REPL
-6.0%
+882.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.8% |
| 7D | -0.2% | -3.0% | +2.7% | 0.0% |
| 30D | -16.6% | +27.1% | -43.8% | -18.3% |
| 3M | -3.5% | +52.4% | -55.9% | -9.6% |
| 6M | +15.4% | +107.4% | -92.0% | -2.5% |
| YTD | +51.2% | +54.7% | -3.5% | +30.8% |
| 1Y | +98.3% | +158.9% | -60.6% | +54.0% |
| 3Y | +651.5% | -23.7% | +675.3% | +451.7% |
| 5Y | +1,411.1% | -54.3% | +1,465.5% | +1,056.6% |
| All | +876.1% | -6.0% | +882.1% | +378.9% |
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