+138.6%
REPL vs CRL
+101.9%
+36.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.7% |
| 7D | +5.3% | +5.0% | +0.2% | +6.3% |
| 30D | +66.6% | +13.5% | +53.1% | +73.5% |
| 3M | +59.6% | +21.5% | +38.0% | +71.2% |
| 6M | +482.4% | +103.4% | +378.9% | +664.5% |
| YTD | +124.1% | +71.8% | +52.3% | +181.7% |
| 1Y | +138.6% | +97.5% | +41.0% | +190.6% |
| All | +138.6% | +101.9% | +36.6% | +190.6% |
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