+397.5%
CMI vs REPL
-17.3%
+414.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.4% | +7.5% | -0.6% |
| 7D | +0.8% | -13.4% | +14.2% | +1.2% |
| 30D | -12.8% | -3.0% | -9.8% | -12.8% |
| 3M | -12.4% | +56.3% | -68.8% | -14.7% |
| 6M | -0.9% | +60.9% | -61.8% | -6.3% |
| YTD | +8.9% | +36.2% | -27.4% | +3.4% |
| 1Y | +37.7% | +121.0% | -83.3% | +25.3% |
| 3Y | +148.9% | -32.8% | +181.7% | +119.2% |
| 5Y | +164.4% | -58.7% | +223.0% | +136.7% |
| All | +397.5% | -17.3% | +414.8% | +272.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling