-33.0%
REPL vs CLBK
+28.0%
-61.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +2.3% |
| 7D | +14.2% | +1.8% | +12.4% | +13.7% |
| 30D | +65.9% | +5.1% | +60.8% | +63.5% |
| 3M | +84.6% | +5.2% | +79.4% | +81.7% |
| 6M | +446.9% | +28.6% | +418.4% | +399.6% |
| YTD | +129.0% | +61.4% | +67.6% | +92.7% |
| 1Y | +167.9% | +64.7% | +103.2% | +123.5% |
| 3Y | +93.9% | +55.1% | +38.8% | +66.7% |
| 5Y | -33.0% | +28.4% | -61.3% | -41.7% |
| All | -33.0% | +28.0% | -61.0% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling