-0.8%
REPL vs CRL
+135.9%
-136.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.1% |
| 7D | -3.0% | -1.0% | -1.9% | -2.7% |
| 30D | +27.1% | +10.7% | +16.5% | +23.1% |
| 3M | +52.4% | +55.3% | -2.9% | +28.8% |
| 6M | +107.4% | +60.7% | +46.8% | +67.1% |
| YTD | +54.7% | +44.6% | +10.1% | +28.5% |
| 1Y | +158.9% | +77.7% | +81.1% | +95.6% |
| 3Y | -23.7% | +37.6% | -61.4% | -47.0% |
| 5Y | -54.3% | -35.8% | -18.5% | -53.1% |
| All | -0.8% | +135.9% | -136.6% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling