+88.0%
CMS vs REPL
+37.4%
+50.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | -1.3% | +9.8% | -11.1% | -1.4% |
| 30D | +5.3% | +81.5% | -76.2% | +4.4% |
| 3M | -0.3% | +44.2% | -44.6% | -0.9% |
| 6M | -4.0% | +437.4% | -441.5% | -7.6% |
| YTD | +2.1% | +126.1% | -124.0% | -1.3% |
| 1Y | -4.7% | +143.1% | -147.9% | -8.1% |
| 3Y | +36.8% | +97.8% | -61.0% | +24.3% |
| 5Y | +34.9% | -34.3% | +69.1% | +27.0% |
| All | +88.0% | +37.4% | +50.6% | +58.8% |
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