+82.2%
CL vs REPL
+25.1%
+57.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | 0.0% |
| 7D | +5.9% | +15.1% | -9.2% | +5.8% |
| 30D | +13.8% | +51.1% | -37.3% | +13.3% |
| 3M | +6.4% | +69.2% | -62.8% | +5.8% |
| 6M | +15.6% | +597.6% | -581.9% | +12.0% |
| YTD | +27.9% | +106.0% | -78.1% | +25.0% |
| 1Y | +31.4% | +133.3% | -101.9% | +28.1% |
| 3Y | +41.4% | +41.0% | +0.4% | +32.4% |
| 5Y | +42.8% | -40.1% | +82.9% | +37.3% |
| All | +82.2% | +25.1% | +57.0% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling