-5.7%
CMG vs REPL
-53.9%
+48.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.5% |
| 7D | -6.5% | -9.6% | +3.1% | -6.4% |
| 30D | +12.1% | +5.7% | +6.4% | +12.1% |
| 3M | +20.6% | +56.4% | -35.8% | +20.4% |
| 6M | +2.1% | +67.4% | -65.3% | +1.1% |
| YTD | -2.6% | +48.7% | -51.3% | -3.4% |
| 1Y | -8.7% | +148.3% | -157.0% | -11.7% |
| 3Y | -7.4% | -26.7% | +19.3% | -8.0% |
| 5Y | -5.7% | -54.1% | +48.5% | -8.5% |
| All | -5.7% | -53.9% | +48.2% | -8.5% |
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