+144.3%
CME vs REPL
+35.1%
+109.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.6% |
| 7D | +0.9% | +22.8% | -21.9% | +0.6% |
| 30D | +13.2% | +63.8% | -50.6% | +12.3% |
| 3M | +16.3% | +68.1% | -51.8% | +15.3% |
| 6M | +7.1% | +528.5% | -521.4% | +2.3% |
| YTD | +15.8% | +122.4% | -106.6% | +11.7% |
| 1Y | +17.1% | +154.4% | -137.3% | +12.5% |
| 3Y | +63.2% | +68.0% | -4.8% | +48.0% |
| 5Y | +70.2% | -35.4% | +105.6% | +60.3% |
| All | +144.3% | +35.1% | +109.2% | +99.6% |
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