+158.9%
REPL vs CLBK
+73.3%
+85.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | +1.2% | -4.2% | -3.0% |
| 30D | +27.1% | +9.1% | +18.0% | +27.5% |
| 3M | +52.4% | +27.7% | +24.7% | +47.4% |
| 6M | +107.4% | +40.8% | +66.6% | +94.0% |
| YTD | +54.7% | +66.4% | -11.7% | +36.1% |
| 1Y | +158.9% | +72.4% | +86.5% | +85.4% |
| All | +158.9% | +73.3% | +85.6% | +85.4% |
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