+167.0%
CMI vs REPL
-53.9%
+220.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.2% |
| 7D | +0.7% | -9.6% | +10.3% | +0.8% |
| 30D | -12.3% | +5.7% | -18.0% | -12.4% |
| 3M | -16.8% | +56.4% | -73.2% | -17.7% |
| 6M | +1.5% | +67.4% | -65.9% | -0.7% |
| YTD | +9.8% | +48.7% | -38.9% | +7.5% |
| 1Y | +42.6% | +148.3% | -105.7% | +36.7% |
| 3Y | +151.0% | -26.7% | +177.7% | +138.7% |
| 5Y | +167.0% | -54.1% | +221.2% | +151.1% |
| All | +167.0% | -53.9% | +220.9% | +151.1% |
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