+73.1%
CME vs REPL
-35.0%
+108.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +3.9% | +1.2% | +2.7% | +3.9% |
| 30D | +11.3% | +92.2% | -80.8% | +11.3% |
| 3M | +19.6% | +44.1% | -24.6% | +19.5% |
| 6M | +8.1% | +313.0% | -304.9% | +7.6% |
| YTD | +20.4% | +125.2% | -104.8% | +20.0% |
| 1Y | +16.5% | +143.8% | -127.3% | +16.0% |
| 3Y | +66.4% | +104.2% | -37.8% | +62.4% |
| All | +73.1% | -35.0% | +108.0% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling