+84.4%
CMS vs REPL
-6.0%
+90.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | +0.4% | -3.0% | +3.3% | +0.4% |
| 30D | -3.6% | +27.1% | -30.7% | -3.9% |
| 3M | -1.9% | +52.4% | -54.3% | -3.1% |
| 6M | -11.0% | +107.4% | -118.4% | -13.9% |
| YTD | +0.2% | +54.7% | -54.5% | -2.6% |
| 1Y | -1.3% | +158.9% | -160.2% | -6.2% |
| 3Y | +35.9% | -23.7% | +59.7% | +27.4% |
| 5Y | +23.1% | -54.3% | +77.4% | +16.4% |
| All | +84.4% | -6.0% | +90.4% | +56.7% |
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