+90.8%
CRWD vs REPL
+119.0%
-28.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -1.0% |
| 7D | -3.0% | -14.1% | +11.1% | -2.7% |
| 30D | -6.8% | -15.2% | +8.4% | -6.5% |
| 3M | +19.6% | +49.9% | -30.3% | +17.5% |
| 6M | +87.1% | +63.5% | +23.5% | +83.0% |
| YTD | +76.4% | +32.9% | +43.5% | +72.3% |
| 1Y | +90.8% | +115.0% | -24.2% | +86.0% |
| All | +90.8% | +119.0% | -28.2% | +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