+34.0%
CMS vs REPL
-29.4%
+63.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.3% |
| 7D | +0.5% | +12.7% | -12.2% | +0.5% |
| 30D | +7.4% | +73.5% | -66.1% | +7.2% |
| 3M | +1.9% | +70.3% | -68.4% | +1.6% |
| 6M | -2.3% | +472.0% | -474.3% | -3.7% |
| YTD | +3.0% | +139.5% | -136.5% | +1.7% |
| 1Y | -2.8% | +167.3% | -170.1% | -4.1% |
| 3Y | +37.9% | +109.5% | -71.6% | +31.1% |
| 5Y | +34.0% | -29.9% | +63.9% | +27.9% |
| All | +34.0% | -29.4% | +63.4% | +27.9% |
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 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