-17.5%
CLF vs REPL
-22.6%
+5.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.8% |
| 7D | +7.6% | -3.0% | +10.5% | +7.7% |
| 30D | -1.2% | +27.1% | -28.3% | -2.0% |
| 3M | -13.4% | +52.4% | -65.8% | -15.8% |
| 6M | +15.4% | +107.4% | -92.0% | +6.2% |
| YTD | -5.9% | +54.7% | -60.6% | -12.2% |
| 1Y | +18.8% | +158.9% | -140.0% | +5.3% |
| All | -17.5% | -22.6% | +5.1% | -28.3% |
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 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