+154.1%
CMI vs REPL
-24.7%
+178.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | +1.9% | -5.7% | +7.6% | +1.9% |
| 30D | -12.5% | +22.5% | -35.0% | -12.6% |
| 3M | -16.2% | +64.7% | -80.9% | -16.5% |
| 6M | +4.9% | +83.0% | -78.2% | +4.3% |
| YTD | +11.1% | +52.0% | -40.8% | +10.6% |
| 1Y | +43.4% | +144.5% | -101.2% | +41.6% |
| 3Y | +154.1% | -25.1% | +179.1% | +147.3% |
| All | +154.1% | -24.7% | +178.7% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling