+1,763.7%
CLS vs REPL
-35.6%
+1,799.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | +0.3% |
| 7D | -22.2% | +22.8% | -44.9% | -22.6% |
| 30D | -44.4% | +63.8% | -108.2% | -45.1% |
| 3M | -34.3% | +68.1% | -102.4% | -35.2% |
| 6M | -50.1% | +528.5% | -578.6% | -53.9% |
| YTD | -30.1% | +122.4% | -152.5% | -34.3% |
| 1Y | -39.3% | +154.4% | -193.7% | -43.4% |
| 3Y | +732.7% | +68.0% | +664.7% | +608.7% |
| All | +1,763.7% | -35.6% | +1,799.3% | +1,683.0% |
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 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