-25.4%
CLF vs REPL
+91.4%
-116.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.0% | +4.0% | +6.9% |
| 7D | -14.1% | +14.2% | -28.3% | -14.4% |
| 30D | -5.5% | +65.9% | -71.4% | -7.2% |
| 3M | 0.0% | +84.6% | -84.6% | -2.1% |
| 6M | +11.3% | +446.9% | -435.7% | +1.3% |
| YTD | -7.7% | +129.0% | -136.7% | -15.0% |
| 1Y | +17.5% | +167.9% | -150.3% | +7.1% |
| 3Y | -25.4% | +93.9% | -119.3% | -36.5% |
| All | -25.4% | +91.4% | -116.8% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling