+123.6%
CME vs REPL
-6.0%
+129.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.2% |
| 7D | -1.6% | -3.0% | +1.4% | -1.5% |
| 30D | +6.2% | +27.1% | -20.9% | +5.8% |
| 3M | +10.4% | +52.4% | -42.0% | +9.0% |
| 6M | -9.5% | +107.4% | -117.0% | -12.7% |
| YTD | +6.0% | +54.7% | -48.7% | +2.9% |
| 1Y | +9.3% | +158.9% | -149.6% | +3.4% |
| 3Y | +57.7% | -23.7% | +81.4% | +47.4% |
| 5Y | +77.7% | -54.3% | +132.0% | +68.0% |
| All | +123.6% | -6.0% | +129.6% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling