+43.7%
REPL vs CRL
+180.2%
-136.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.2% |
| 7D | +5.3% | +5.0% | +0.2% | +3.7% |
| 30D | +66.6% | +13.5% | +53.1% | +60.1% |
| 3M | +59.6% | +21.5% | +38.0% | +49.5% |
| 6M | +482.4% | +103.4% | +378.9% | +346.9% |
| YTD | +124.1% | +71.8% | +52.3% | +76.0% |
| 1Y | +138.6% | +97.5% | +41.0% | +76.4% |
| 3Y | +96.0% | +99.2% | -3.2% | +16.6% |
| 5Y | -35.4% | -12.1% | -23.2% | -41.7% |
| All | +43.7% | +180.2% | -136.5% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling