+10.9%
CMG vs REPL
+125.1%
-114.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.8% |
| 7D | +22.5% | +28.8% | -6.3% | +23.2% |
| 30D | +14.1% | +57.3% | -43.2% | +15.4% |
| 3M | +4.1% | +73.6% | -69.5% | +5.7% |
| 6M | +10.1% | +582.8% | -572.8% | +18.3% |
| YTD | -4.9% | +112.9% | -117.7% | +4.1% |
| 1Y | +10.9% | +130.7% | -119.8% | +20.3% |
| All | +10.9% | +125.1% | -114.2% | +20.3% |
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