+130.7%
REPL vs CLBK
+65.7%
+64.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.4% |
| 7D | +28.8% | +4.6% | +24.2% | +30.3% |
| 30D | +57.3% | -1.5% | +58.8% | +56.9% |
| 3M | +73.6% | +4.4% | +69.2% | +76.6% |
| 6M | +582.8% | +31.7% | +551.2% | +592.0% |
| YTD | +112.9% | +58.7% | +54.2% | +116.2% |
| 1Y | +130.7% | +64.9% | +65.8% | +132.1% |
| All | +130.7% | +65.7% | +64.9% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling