+167.3%
REPL vs CLBK
+64.1%
+103.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | +12.7% | +2.9% | +9.8% | +13.4% |
| 30D | +73.5% | +5.4% | +68.1% | +75.6% |
| 3M | +70.3% | +5.8% | +64.5% | +73.5% |
| 6M | +472.0% | +28.9% | +443.1% | +482.0% |
| YTD | +139.5% | +61.8% | +77.7% | +142.8% |
| 1Y | +167.3% | +63.1% | +104.2% | +170.7% |
| All | +167.3% | +64.1% | +103.2% | +170.7% |
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