+1,369.7%
CRWD vs REPL
+15.3%
+1,354.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.8% |
| 7D | -2.4% | -3.0% | +0.5% | -2.3% |
| 30D | +1.5% | +27.1% | -25.6% | +0.1% |
| 3M | +18.5% | +52.4% | -33.8% | +13.1% |
| 6M | +109.1% | +107.4% | +1.6% | +86.7% |
| YTD | +81.8% | +54.7% | +27.1% | +65.1% |
| 1Y | +106.7% | +158.9% | -52.2% | +75.8% |
| 3Y | +428.7% | -23.7% | +452.4% | +332.1% |
| 5Y | +206.4% | -54.3% | +260.7% | +152.4% |
| All | +1,369.7% | +15.3% | +1,354.3% | +915.6% |
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