+205.4%
CTVA vs REPL
+48.3%
+157.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | -0.2% |
| 7D | -1.0% | +5.3% | -6.2% | -1.0% |
| 30D | -8.7% | +66.6% | -75.4% | -9.4% |
| 3M | +6.4% | +59.6% | -53.2% | +5.7% |
| 6M | -1.9% | +482.4% | -484.2% | -6.9% |
| YTD | +21.5% | +124.1% | -102.6% | +16.7% |
| 1Y | +24.3% | +138.6% | -114.3% | +19.0% |
| 3Y | +91.8% | +96.0% | -4.2% | +62.7% |
| 5Y | +78.4% | -35.4% | +113.8% | +64.4% |
| All | +205.4% | +48.3% | +157.2% | +88.8% |
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