+11.7%
CMI vs REPL
+125.1%
-113.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.8% |
| 7D | -11.2% | +28.8% | -40.0% | -11.1% |
| 30D | -9.8% | +57.3% | -67.2% | -9.8% |
| 3M | -25.5% | +73.6% | -99.1% | -25.4% |
| 6M | -27.7% | +582.8% | -610.5% | -26.6% |
| YTD | -6.6% | +112.9% | -119.5% | -9.2% |
| 1Y | +11.7% | +130.7% | -119.0% | +8.5% |
| All | +11.7% | +125.1% | -113.5% | +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 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