+407.2%
CMI vs REPL
-6.0%
+413.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.8% |
| 7D | -0.7% | -3.0% | +2.2% | -0.6% |
| 30D | -13.4% | +27.1% | -40.6% | -14.1% |
| 3M | -17.0% | +52.4% | -69.4% | -19.0% |
| 6M | -1.6% | +107.4% | -109.1% | -7.9% |
| YTD | +11.0% | +54.7% | -43.8% | +5.0% |
| 1Y | +41.9% | +158.9% | -117.0% | +28.5% |
| 3Y | +151.8% | -23.7% | +175.5% | +121.1% |
| 5Y | +163.6% | -54.3% | +217.9% | +135.8% |
| All | +407.2% | -6.0% | +413.2% | +277.9% |
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