+216.8%
CRWD vs REPL
-52.9%
+269.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.4% |
| 7D | -2.3% | -5.7% | +3.4% | -2.1% |
| 30D | -2.1% | +22.5% | -24.5% | -3.1% |
| 3M | +27.5% | +64.7% | -37.1% | +21.7% |
| 6M | +95.8% | +83.0% | +12.8% | +78.4% |
| YTD | +79.2% | +52.0% | +27.3% | +64.6% |
| 1Y | +96.3% | +144.5% | -48.3% | +70.4% |
| 3Y | +399.8% | -25.1% | +424.8% | +335.4% |
| All | +216.8% | -52.9% | +269.7% | +162.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling