-25.1%
REPL vs CLBK
+55.4%
-80.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -5.7% | +1.1% | -6.9% | -6.1% |
| 30D | +22.5% | +7.8% | +14.7% | +19.5% |
| 3M | +64.7% | +23.9% | +40.8% | +50.9% |
| 6M | +83.0% | +42.3% | +40.7% | +58.1% |
| YTD | +52.0% | +65.4% | -13.4% | +21.9% |
| 1Y | +144.5% | +70.3% | +74.2% | +89.4% |
| 3Y | -25.1% | +54.5% | -79.5% | -35.6% |
| All | -25.1% | +55.4% | -80.5% | -35.6% |
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