+121.2%
CME vs REPL
-7.7%
+128.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.1% |
| 7D | -2.9% | -5.7% | +2.9% | -2.8% |
| 30D | +5.5% | +22.5% | -16.9% | +5.2% |
| 3M | +11.0% | +64.7% | -53.7% | +9.4% |
| 6M | -9.7% | +83.0% | -92.7% | -12.6% |
| YTD | +4.9% | +52.0% | -47.1% | +1.8% |
| 1Y | +10.1% | +144.5% | -134.5% | +4.3% |
| 3Y | +53.5% | -25.1% | +78.6% | +43.6% |
| 5Y | +77.2% | -52.9% | +130.0% | +66.9% |
| All | +121.2% | -7.7% | +128.9% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling