+90.4%
CMS vs REPL
+25.1%
+65.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.4% |
| 7D | +1.7% | +15.1% | -13.5% | +1.5% |
| 30D | +8.6% | +51.1% | -42.5% | +8.0% |
| 3M | -0.5% | +69.2% | -69.7% | -1.3% |
| 6M | -4.2% | +597.6% | -601.7% | -8.4% |
| YTD | +3.4% | +106.0% | -102.5% | +0.1% |
| 1Y | +0.4% | +133.3% | -132.9% | -3.1% |
| 3Y | +38.2% | +41.0% | -2.8% | +27.1% |
| 5Y | +35.4% | -40.1% | +75.6% | +27.7% |
| All | +90.4% | +25.1% | +65.3% | +61.1% |
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