-10.3%
CLX vs REPL
-7.7%
-2.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.6% |
| 7D | -3.5% | -5.7% | +2.2% | -3.5% |
| 30D | -11.9% | +22.5% | -34.3% | -11.9% |
| 3M | -2.6% | +64.7% | -67.3% | -2.9% |
| 6M | -18.2% | +83.0% | -101.2% | -19.3% |
| YTD | -5.9% | +52.0% | -57.9% | -7.0% |
| 1Y | -23.8% | +144.5% | -168.4% | -25.6% |
| 3Y | -33.6% | -25.1% | -8.5% | -35.7% |
| 5Y | -35.7% | -52.9% | +17.2% | -37.9% |
| All | -10.3% | -7.7% | -2.6% | -22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling