-51.4%
CLF vs REPL
-35.6%
-15.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.3% | +1.3% |
| 7D | -19.6% | +22.8% | -42.4% | -20.3% |
| 30D | -5.0% | +63.8% | -68.8% | -7.2% |
| 3M | -6.3% | +68.1% | -74.4% | -8.7% |
| 6M | +2.8% | +528.5% | -525.7% | -10.7% |
| YTD | -13.7% | +122.4% | -136.1% | -23.1% |
| 1Y | +13.6% | +154.4% | -140.8% | +0.1% |
| 3Y | -34.0% | +68.0% | -102.0% | -48.3% |
| All | -51.4% | -35.6% | -15.8% | -58.0% |
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