+42.6%
REPL vs CRL
+175.9%
-133.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.8% | +0.2% | +5.6% |
| 7D | +22.8% | -6.1% | +28.9% | +24.8% |
| 30D | +63.8% | +12.4% | +51.4% | +57.9% |
| 3M | +68.1% | +27.1% | +41.0% | +55.5% |
| 6M | +528.5% | +85.7% | +442.8% | +397.7% |
| YTD | +122.4% | +69.2% | +53.2% | +75.5% |
| 1Y | +154.4% | +97.5% | +56.8% | +88.0% |
| 3Y | +68.0% | +86.1% | -18.1% | +3.0% |
| 5Y | -35.4% | -10.0% | -25.3% | -42.8% |
| All | +42.6% | +175.9% | -133.3% | -43.3% |
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