+1,709.4%
CLS vs REPL
+39.1%
+1,670.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.0% | +4.9% | +7.7% |
| 7D | -10.6% | +14.2% | -24.8% | -11.1% |
| 30D | -38.4% | +65.9% | -104.3% | -40.1% |
| 3M | -29.9% | +84.6% | -114.4% | -32.2% |
| 6M | -40.6% | +446.9% | -487.6% | -48.7% |
| YTD | -24.6% | +129.0% | -153.6% | -33.9% |
| 1Y | -30.8% | +167.9% | -198.7% | -40.1% |
| 3Y | +811.7% | +93.9% | +717.8% | +557.9% |
| 5Y | +1,838.4% | -33.0% | +1,871.4% | +1,456.1% |
| All | +1,709.4% | +39.1% | +1,670.3% | +1,034.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling