+130.7%
REPL vs CRL
+85.3%
+45.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | -1.7% |
| 7D | +28.8% | -12.8% | +41.6% | +24.6% |
| 30D | +57.3% | +5.0% | +52.3% | +60.2% |
| 3M | +73.6% | +39.4% | +34.2% | +98.4% |
| 6M | +582.8% | +89.4% | +493.5% | +758.5% |
| YTD | +112.9% | +63.6% | +49.3% | +160.1% |
| 1Y | +130.7% | +83.5% | +47.2% | +164.8% |
| All | +130.7% | +85.3% | +45.3% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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