-5.0%
CMG vs REPL
-24.7%
+19.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -1.5% | -5.7% | +4.3% | -1.6% |
| 30D | +12.7% | +22.5% | -9.8% | +13.1% |
| 3M | +26.3% | +64.7% | -38.4% | +28.3% |
| 6M | +4.5% | +83.0% | -78.5% | +7.5% |
| YTD | -0.1% | +52.0% | -52.1% | +2.7% |
| 1Y | -6.8% | +144.5% | -151.3% | -3.9% |
| 3Y | -5.0% | -25.1% | +20.1% | -8.4% |
| All | -5.0% | -24.7% | +19.7% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling