+384.9%
CRWD vs REPL
-33.1%
+418.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.4% | +8.9% | +0.7% |
| 7D | -2.8% | -13.4% | +10.6% | -2.6% |
| 30D | -5.9% | -3.0% | -2.9% | -5.9% |
| 3M | +29.0% | +56.3% | -27.3% | +26.4% |
| 6M | +91.5% | +60.9% | +30.6% | +85.0% |
| YTD | +78.2% | +36.2% | +42.0% | +72.5% |
| 1Y | +96.6% | +121.0% | -24.4% | +87.8% |
| All | +384.9% | -33.1% | +418.0% | +347.5% |
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