+30.0%
CL vs REPL
-54.3%
+84.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.5% |
| 7D | -2.2% | -3.0% | +0.8% | -2.2% |
| 30D | -4.8% | +27.1% | -32.0% | -4.8% |
| 3M | +4.9% | +52.4% | -47.5% | +5.1% |
| 6M | -5.7% | +107.4% | -113.2% | -5.7% |
| YTD | +14.4% | +54.7% | -40.4% | +14.5% |
| 1Y | +8.7% | +158.9% | -150.1% | +8.6% |
| 3Y | +30.0% | -23.7% | +53.7% | +30.2% |
| All | +30.0% | -54.3% | +84.3% | +26.3% |
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