+44.4%
REPL vs CLBK
+50.7%
-6.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.2% | +0.9% | +0.4% | +0.9% |
| 30D | +92.2% | +3.4% | +88.8% | +89.6% |
| 3M | +44.1% | -4.3% | +48.4% | +46.2% |
| 6M | +313.0% | +28.4% | +284.7% | +266.3% |
| YTD | +125.2% | +59.4% | +65.8% | +80.4% |
| 1Y | +143.8% | +64.8% | +78.9% | +92.0% |
| 3Y | +104.2% | +50.6% | +53.6% | +66.6% |
| 5Y | -34.5% | +28.3% | -62.8% | -45.7% |
| All | +44.4% | +50.7% | -6.3% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling