+122.5%
CRWV vs REPL
+23.5%
+99.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.2% |
| 7D | -0.4% | -14.1% | +13.7% | -0.9% |
| 30D | -17.4% | -15.2% | -2.2% | -17.8% |
| 3M | -7.1% | +49.9% | -56.9% | -4.2% |
| 6M | +8.6% | +63.5% | -55.0% | +16.3% |
| YTD | +24.3% | +32.9% | -8.7% | +31.4% |
| 1Y | -21.0% | +115.0% | -136.0% | -10.2% |
| All | +122.5% | +23.5% | +99.0% | +165.2% |
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