-7.8%
CLX vs REPL
+97.7%
-105.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +9.5% | +1.2% | +8.3% | +9.5% |
| 30D | +30.7% | +92.2% | -61.5% | +31.0% |
| 3M | +4.2% | +44.1% | -39.9% | +4.4% |
| 6M | +22.1% | +313.0% | -290.9% | +23.0% |
| YTD | +14.1% | +125.2% | -111.1% | +14.5% |
| 1Y | +10.3% | +143.8% | -133.5% | +10.7% |
| 3Y | -7.8% | +104.2% | -112.0% | -9.2% |
| All | -7.8% | +97.7% | -105.5% | -9.2% |
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