+0.9%
CMG vs REPL
-34.5%
+35.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.4% | +8.4% | +2.0% |
| 7D | +4.1% | +5.3% | -1.2% | +4.1% |
| 30D | +20.5% | +66.6% | -46.1% | +20.2% |
| 3M | +14.5% | +59.6% | -45.1% | +14.2% |
| 6M | +14.8% | +482.4% | -467.6% | +12.7% |
| YTD | -1.0% | +124.1% | -125.0% | -1.9% |
| 1Y | +22.9% | +138.6% | -115.6% | +21.6% |
| 3Y | -13.6% | +96.0% | -109.6% | -22.0% |
| 5Y | +0.9% | -35.4% | +36.3% | +1.7% |
| All | +0.9% | -34.5% | +35.4% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling