+86.4%
CMS vs REPL
+35.1%
+51.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.0% | -10.1% | -2.2% |
| 7D | -1.3% | +22.8% | -24.1% | -1.6% |
| 30D | +6.3% | +63.8% | -57.5% | +5.6% |
| 3M | -2.1% | +68.1% | -70.2% | -2.8% |
| 6M | -5.1% | +528.5% | -533.6% | -9.0% |
| YTD | +1.3% | +122.4% | -121.2% | -2.1% |
| 1Y | -1.4% | +154.4% | -155.7% | -5.0% |
| 3Y | +36.9% | +68.0% | -31.1% | +25.2% |
| 5Y | +32.5% | -35.4% | +67.9% | +24.9% |
| All | +86.4% | +35.1% | +51.2% | +57.5% |
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