-26.9%
CLX vs REPL
-35.6%
+8.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.0% | -7.7% | +0.3% |
| 7D | +13.6% | +22.8% | -9.2% | +13.6% |
| 30D | +23.4% | +63.8% | -40.4% | +23.3% |
| 3M | -2.8% | +68.1% | -71.0% | -2.9% |
| 6M | +14.0% | +528.5% | -514.5% | +13.1% |
| YTD | +4.2% | +122.4% | -118.3% | +3.7% |
| 1Y | -1.2% | +154.4% | -155.5% | -1.8% |
| 3Y | -12.7% | +68.0% | -80.7% | -15.5% |
| All | -26.9% | -35.6% | +8.7% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling