+2,435.3%
CLS vs REPL
-6.0%
+2,441.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | +4.6% | -3.0% | +7.5% | +4.7% |
| 30D | -13.9% | +27.1% | -41.0% | -15.1% |
| 3M | -26.6% | +52.4% | -78.9% | -29.9% |
| 6M | +15.4% | +107.4% | -92.0% | +1.3% |
| YTD | +5.7% | +54.7% | -49.1% | -5.3% |
| 1Y | +41.1% | +158.9% | -117.7% | +16.8% |
| 3Y | +1,228.6% | -23.7% | +1,252.3% | +953.3% |
| 5Y | +3,240.6% | -54.3% | +3,295.0% | +2,635.0% |
| All | +2,435.3% | -6.0% | +2,441.3% | +1,523.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling