-33.7%
REPL vs CRL
-12.1%
-21.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +92.2% | +11.9% | +80.3% | +88.6% |
| 3M | +44.1% | +20.2% | +23.9% | +39.6% |
| 6M | +313.0% | +107.5% | +205.5% | +255.7% |
| YTD | +125.2% | +69.4% | +55.8% | +98.1% |
| 1Y | +143.8% | +99.7% | +44.0% | +104.1% |
| 3Y | +104.2% | +98.8% | +5.4% | +51.0% |
| All | -33.7% | -12.1% | -21.7% | -34.2% |
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