+39.9%
CL vs REPL
-35.6%
+75.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.0% | -10.2% | -2.1% |
| 7D | +1.3% | +22.8% | -21.4% | +1.4% |
| 30D | +11.4% | +63.8% | -52.4% | +11.5% |
| 3M | +4.4% | +68.1% | -63.7% | +4.5% |
| 6M | +10.8% | +528.5% | -517.7% | +11.0% |
| YTD | +25.1% | +122.4% | -97.3% | +25.3% |
| 1Y | +28.0% | +154.4% | -126.4% | +28.1% |
| 3Y | +37.6% | +68.0% | -30.4% | +35.8% |
| All | +39.9% | -35.6% | +75.5% | +33.4% |
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