-53.0%
REPL vs CLBK
+42.8%
-95.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | +1.2% | -4.2% | -3.3% |
| 30D | +27.1% | +9.1% | +18.0% | +23.9% |
| 3M | +52.4% | +27.7% | +24.7% | +39.8% |
| 6M | +107.4% | +40.8% | +66.6% | +84.0% |
| YTD | +54.7% | +66.4% | -11.7% | +28.6% |
| 1Y | +158.9% | +72.4% | +86.5% | +109.6% |
| 3Y | -23.7% | +50.7% | -74.4% | -34.3% |
| All | -53.0% | +42.8% | -95.8% | -62.1% |
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