+143.1%
REPL vs CLBK
+62.6%
+80.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +0.7% |
| 7D | +9.8% | +2.5% | +7.3% | +10.4% |
| 30D | +81.5% | +3.7% | +77.8% | +83.0% |
| 3M | +44.2% | -3.3% | +47.5% | +43.3% |
| 6M | +437.4% | +29.6% | +407.8% | +444.1% |
| YTD | +126.1% | +60.3% | +65.9% | +127.5% |
| 1Y | +143.1% | +63.4% | +79.7% | +145.5% |
| All | +143.1% | +62.6% | +80.6% | +145.5% |
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 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