+306.0%
CMG vs REPL
+36.1%
+269.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.4% | +8.4% | +2.2% |
| 7D | +4.1% | +5.3% | -1.2% | +3.9% |
| 30D | +20.5% | +66.6% | -46.1% | +19.0% |
| 3M | +14.5% | +59.6% | -45.1% | +13.1% |
| 6M | +14.8% | +482.4% | -467.6% | +7.0% |
| YTD | -1.0% | +124.1% | -125.0% | -6.5% |
| 1Y | +22.9% | +138.6% | -115.6% | +15.7% |
| 3Y | -13.6% | +96.0% | -109.6% | -28.7% |
| 5Y | +0.9% | -35.4% | +36.3% | -9.5% |
| All | +306.0% | +36.1% | +269.9% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling