+32.0%
CTVA vs REPL
+125.1%
-93.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | +8.2% | +28.8% | -20.6% | +9.4% |
| 30D | -1.0% | +57.3% | -58.4% | +1.1% |
| 3M | +4.6% | +73.6% | -69.0% | +7.5% |
| 6M | +0.5% | +582.8% | -582.4% | +9.3% |
| YTD | +22.7% | +112.9% | -90.1% | +35.6% |
| 1Y | +32.0% | +130.7% | -98.7% | +44.6% |
| All | +32.0% | +125.1% | -93.2% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling