-8.9%
CLX vs REPL
-6.0%
-2.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.1% |
| 3M | +5.0% | +52.4% | -47.3% | +4.8% |
| 6M | -18.8% | +107.4% | -126.3% | -20.0% |
| YTD | -4.4% | +54.7% | -59.1% | -5.6% |
| 1Y | -21.9% | +158.9% | -180.7% | -23.8% |
| 3Y | -32.8% | -23.7% | -9.0% | -34.9% |
| 5Y | -34.6% | -54.3% | +19.8% | -36.7% |
| All | -8.9% | -6.0% | -2.9% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling