+93.9%
REPL vs CLBK
+51.8%
+42.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +2.3% |
| 7D | +14.2% | +1.8% | +12.4% | +13.6% |
| 30D | +65.9% | +5.1% | +60.8% | +63.2% |
| 3M | +84.6% | +5.2% | +79.4% | +81.3% |
| 6M | +446.9% | +28.6% | +418.4% | +389.6% |
| YTD | +129.0% | +61.4% | +67.6% | +84.3% |
| 1Y | +167.9% | +64.7% | +103.2% | +112.9% |
| 3Y | +93.9% | +55.1% | +38.8% | +57.7% |
| All | +93.9% | +51.8% | +42.1% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling