-0.7%
CLX vs REPL
+35.1%
-35.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.0% | -7.7% | +0.2% |
| 7D | +13.6% | +22.8% | -9.2% | +13.5% |
| 30D | +23.4% | +63.8% | -40.4% | +23.1% |
| 3M | -2.8% | +68.1% | -71.0% | -3.1% |
| 6M | +14.0% | +528.5% | -514.5% | +11.9% |
| YTD | +4.2% | +122.4% | -118.3% | +2.7% |
| 1Y | -1.2% | +154.4% | -155.5% | -2.7% |
| 3Y | -12.7% | +68.0% | -80.7% | -16.6% |
| 5Y | -26.5% | -35.4% | +8.9% | -29.0% |
| All | -0.7% | +35.1% | -35.9% | -14.2% |
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 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