+35.1%
CLS vs REPL
+136.7%
-101.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +5.6% |
| 7D | +12.8% | -5.7% | +18.5% | +12.7% |
| 30D | +3.8% | +22.5% | -18.7% | +4.1% |
| 3M | -14.6% | +64.7% | -79.3% | -13.2% |
| 6M | +32.2% | +83.0% | -50.8% | +33.7% |
| YTD | +11.6% | +52.0% | -40.3% | +13.1% |
| 1Y | +35.1% | +144.5% | -109.5% | +37.0% |
| All | +35.1% | +136.7% | -101.6% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling