-32.0%
CLX vs REPL
-22.6%
-9.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | -9.2% | -3.0% | -6.3% | -9.2% |
| 30D | -11.0% | +27.1% | -38.2% | -10.9% |
| 3M | +5.0% | +52.4% | -47.3% | +5.6% |
| 6M | -18.8% | +107.4% | -126.3% | -18.6% |
| YTD | -4.4% | +54.7% | -59.1% | -4.1% |
| 1Y | -21.9% | +158.9% | -180.7% | -21.8% |
| All | -32.0% | -22.6% | -9.3% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling