-41.2%
CLF vs REPL
-29.4%
-11.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.6% | +0.3% | +4.7% |
| 7D | -9.1% | +12.7% | -21.8% | -9.5% |
| 30D | -0.9% | +73.5% | -74.4% | -3.5% |
| 3M | +3.0% | +70.3% | -67.3% | +0.3% |
| 6M | +16.7% | +472.0% | -455.3% | +2.3% |
| YTD | -3.2% | +139.5% | -142.7% | -13.9% |
| 1Y | +24.6% | +167.3% | -142.7% | +9.7% |
| 3Y | -22.3% | +109.5% | -131.8% | -40.7% |
| 5Y | -41.2% | -29.9% | -11.3% | -48.9% |
| All | -41.2% | -29.4% | -11.8% | -48.9% |
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