+2,089.9%
CLS vs REPL
-35.3%
+2,125.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.6% |
| 7D | +23.5% | +9.8% | +13.7% | +23.2% |
| 30D | -28.9% | +81.5% | -110.4% | -30.0% |
| 3M | -25.2% | +44.2% | -69.4% | -26.0% |
| 6M | -32.1% | +437.4% | -469.5% | -36.9% |
| YTD | -14.1% | +126.1% | -140.2% | -19.3% |
| 1Y | -24.1% | +143.1% | -167.2% | -29.0% |
| 3Y | +897.0% | +97.8% | +799.1% | +733.9% |
| 5Y | +2,089.9% | -34.3% | +2,124.2% | +1,956.7% |
| All | +2,089.9% | -35.3% | +2,125.2% | +1,956.7% |
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