+17.7%
CME vs REPL
+147.5%
-129.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.4% | +8.6% | +2.1% |
| 7D | +2.5% | +5.3% | -2.8% | +2.5% |
| 30D | +13.9% | +66.6% | -52.7% | +14.4% |
| 3M | +22.4% | +59.6% | -37.2% | +22.9% |
| 6M | +12.9% | +482.4% | -469.5% | +14.2% |
| YTD | +19.6% | +124.1% | -104.5% | +24.2% |
| 1Y | +17.7% | +138.6% | -120.9% | +21.4% |
| All | +17.7% | +147.5% | -129.8% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling