-10.7%
CMG vs REPL
+161.1%
-171.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.7% |
| 7D | -2.8% | -3.0% | +0.2% | -2.9% |
| 30D | +7.1% | +27.1% | -20.0% | +7.8% |
| 3M | +31.2% | +52.4% | -21.2% | +34.3% |
| 6M | +0.7% | +107.4% | -106.8% | +5.7% |
| YTD | -0.1% | +54.7% | -54.8% | +4.7% |
| 1Y | -10.7% | +158.9% | -169.6% | -6.0% |
| All | -10.7% | +161.1% | -171.9% | -6.0% |
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