+1,462.8%
CRWD vs REPL
+67.9%
+1,395.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +4.5% | +1.2% | +3.2% | +4.4% |
| 30D | -9.1% | +92.2% | -101.3% | -12.4% |
| 3M | +0.5% | +44.1% | -43.6% | -1.8% |
| 6M | +61.1% | +313.0% | -251.9% | +43.3% |
| YTD | +93.4% | +125.2% | -31.8% | +71.7% |
| 1Y | +71.1% | +143.8% | -72.7% | +51.1% |
| 3Y | +351.1% | +104.2% | +246.9% | +231.2% |
| 5Y | +218.8% | -34.5% | +253.4% | +157.3% |
| All | +1,462.8% | +67.9% | +1,395.0% | +955.9% |
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 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