+5.9%
CLX vs REPL
+45.5%
-39.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +1.0% |
| 7D | +13.6% | +12.7% | +0.9% | +13.6% |
| 30D | +29.1% | +73.5% | -44.4% | +28.7% |
| 3M | +1.6% | +70.3% | -68.7% | +1.3% |
| 6M | +18.7% | +472.0% | -453.3% | +16.8% |
| YTD | +11.1% | +139.5% | -128.4% | +9.5% |
| 1Y | +7.0% | +167.3% | -160.3% | +5.3% |
| 3Y | -10.0% | +109.5% | -119.5% | -14.4% |
| 5Y | -22.6% | -29.9% | +7.3% | -25.3% |
| All | +5.9% | +45.5% | -39.6% | -8.6% |
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