+1,225.8%
CLS vs REPL
-22.6%
+1,248.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.8% |
| 7D | +4.6% | -3.0% | +7.5% | +4.6% |
| 30D | -13.9% | +27.1% | -41.0% | -14.2% |
| 3M | -26.6% | +52.4% | -78.9% | -27.1% |
| 6M | +15.4% | +107.4% | -92.0% | +10.9% |
| YTD | +5.7% | +54.7% | -49.1% | +2.5% |
| 1Y | +41.1% | +158.9% | -117.7% | +32.8% |
| All | +1,225.8% | -22.6% | +1,248.4% | +1,195.9% |
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 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