-53.0%
REPL vs CRL
-35.5%
-17.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.4% |
| 7D | -3.0% | -1.0% | -1.9% | -2.8% |
| 30D | +27.1% | +10.7% | +16.5% | +25.2% |
| 3M | +52.4% | +55.3% | -2.9% | +39.6% |
| 6M | +107.4% | +60.7% | +46.8% | +84.8% |
| YTD | +54.7% | +44.6% | +10.1% | +40.7% |
| 1Y | +158.9% | +77.7% | +81.1% | +121.9% |
| 3Y | -23.7% | +37.6% | -61.4% | -35.9% |
| All | -53.0% | -35.5% | -17.5% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling