+891.5%
CLS vs REPL
+98.6%
+793.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.6% |
| 7D | +23.5% | +9.8% | +13.7% | +23.4% |
| 30D | -28.9% | +81.5% | -110.4% | -29.5% |
| 3M | -25.2% | +44.2% | -69.4% | -25.6% |
| 6M | -32.1% | +437.4% | -469.5% | -35.1% |
| YTD | -14.1% | +126.1% | -140.2% | -17.0% |
| 1Y | -24.1% | +143.1% | -167.2% | -26.9% |
| All | +891.5% | +98.6% | +793.0% | +811.0% |
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 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