+6.1%
CLX vs REPL
+36.1%
-30.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.7% | +0.3% |
| 7D | +7.8% | +5.3% | +2.5% | +7.7% |
| 30D | +28.5% | +66.6% | -38.1% | +28.2% |
| 3M | +1.3% | +59.6% | -58.2% | +1.1% |
| 6M | +23.4% | +482.4% | -459.0% | +21.3% |
| YTD | +11.4% | +124.1% | -112.7% | +9.8% |
| 1Y | +6.9% | +138.6% | -131.6% | +5.3% |
| 3Y | -9.8% | +96.0% | -105.8% | -14.1% |
| 5Y | -22.7% | -35.4% | +12.7% | -25.3% |
| All | +6.1% | +36.1% | -30.0% | -8.3% |
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