+43.4%
CL vs REPL
-35.0%
+78.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +3.2% | +1.2% | +2.0% | +3.2% |
| 30D | +8.0% | +92.2% | -84.1% | +8.2% |
| 3M | +7.9% | +44.1% | -36.2% | +8.0% |
| 6M | +14.7% | +313.0% | -298.3% | +15.1% |
| YTD | +29.2% | +125.2% | -96.0% | +29.4% |
| 1Y | +29.5% | +143.8% | -114.2% | +29.7% |
| 3Y | +40.7% | +104.2% | -63.5% | +37.8% |
| All | +43.4% | -35.0% | +78.3% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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