-27.1%
CLX vs REPL
-40.4%
+13.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +0.5% |
| 7D | +12.4% | +15.1% | -2.7% | +12.4% |
| 30D | +21.1% | +51.1% | -30.0% | +21.1% |
| 3M | -3.3% | +69.2% | -72.5% | -3.3% |
| 6M | +18.8% | +597.6% | -578.7% | +17.7% |
| YTD | +3.9% | +106.0% | -102.1% | +3.4% |
| 1Y | -3.8% | +133.3% | -137.1% | -4.4% |
| 3Y | -10.5% | +41.0% | -51.5% | -13.0% |
| All | -27.1% | -40.4% | +13.3% | -35.1% |
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