+88.9%
CMS vs REPL
+39.1%
+49.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | +0.5% |
| 7D | -0.9% | +14.2% | -15.1% | -1.1% |
| 30D | +7.1% | +65.9% | -58.8% | +6.3% |
| 3M | -1.3% | +84.6% | -85.9% | -2.2% |
| 6M | -2.7% | +446.9% | -449.6% | -6.3% |
| YTD | +2.6% | +129.0% | -126.4% | -0.8% |
| 1Y | -2.0% | +167.9% | -169.9% | -5.6% |
| 3Y | +39.6% | +93.9% | -54.3% | +27.0% |
| 5Y | +35.3% | -33.0% | +68.3% | +27.4% |
| All | +88.9% | +39.1% | +49.7% | +59.5% |
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