+43.7%
REPL vs CLBK
+53.2%
-9.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | +5.3% | +2.2% | +3.1% | +4.4% |
| 30D | +66.6% | +5.0% | +61.7% | +63.4% |
| 3M | +59.6% | +3.3% | +56.3% | +57.3% |
| 6M | +482.4% | +29.6% | +452.8% | +414.7% |
| YTD | +124.1% | +62.1% | +62.0% | +78.3% |
| 1Y | +138.6% | +64.3% | +74.2% | +88.3% |
| 3Y | +96.0% | +55.6% | +40.4% | +57.7% |
| 5Y | -35.4% | +29.3% | -64.7% | -46.5% |
| All | +43.7% | +53.2% | -9.6% | +11.2% |
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