+41.3%
CL vs REPL
-33.0%
+74.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.5% | +1.4% |
| 7D | +0.5% | +14.2% | -13.7% | +0.5% |
| 30D | +11.6% | +65.9% | -54.3% | +11.7% |
| 3M | +5.6% | +84.6% | -79.0% | +5.7% |
| 6M | +13.2% | +446.9% | -433.8% | +13.4% |
| YTD | +26.9% | +129.0% | -102.1% | +27.1% |
| 1Y | +27.3% | +167.9% | -140.5% | +27.5% |
| 3Y | +39.7% | +93.9% | -54.2% | +37.3% |
| 5Y | +41.3% | -33.0% | +74.3% | +34.7% |
| All | +41.3% | -33.0% | +74.3% | +34.7% |
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