+53.6%
REPL vs CLBK
+53.0%
+0.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +12.7% | +2.9% | +9.8% | +11.5% |
| 30D | +73.5% | +5.4% | +68.1% | +69.9% |
| 3M | +70.3% | +5.8% | +64.5% | +66.2% |
| 6M | +472.0% | +28.9% | +443.1% | +406.8% |
| YTD | +139.5% | +61.8% | +77.7% | +90.8% |
| 1Y | +167.3% | +63.1% | +104.2% | +111.7% |
| 3Y | +109.5% | +55.3% | +54.2% | +68.7% |
| 5Y | -29.9% | +28.0% | -57.9% | -41.6% |
| All | +53.6% | +53.0% | +0.6% | +19.0% |
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