-4.7%
REPL vs CLBK
+54.3%
-59.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.6% |
| 7D | -9.6% | -1.5% | -8.1% | -9.0% |
| 30D | +5.7% | +6.7% | -1.0% | +3.1% |
| 3M | +56.4% | +21.2% | +35.2% | +43.1% |
| 6M | +67.4% | +42.0% | +25.5% | +43.0% |
| YTD | +48.7% | +63.3% | -14.6% | +18.3% |
| 1Y | +148.3% | +65.4% | +82.9% | +93.5% |
| 3Y | -26.7% | +52.5% | -79.2% | -40.4% |
| 5Y | -54.1% | +42.0% | -96.1% | -64.0% |
| All | -4.7% | +54.3% | -59.0% | -26.2% |
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