+219.9%
CTVA vs REPL
-1.6%
+221.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -1.3% |
| 7D | -5.8% | -9.6% | +3.8% | -5.7% |
| 30D | +11.1% | +5.7% | +5.4% | +11.0% |
| 3M | +13.2% | +56.4% | -43.2% | +12.3% |
| 6M | +8.7% | +67.4% | -58.7% | +4.8% |
| YTD | +27.3% | +48.7% | -21.4% | +22.9% |
| 1Y | +18.0% | +148.3% | -130.3% | +9.3% |
| 3Y | +76.5% | -26.7% | +103.2% | +59.0% |
| 5Y | +105.1% | -54.1% | +159.2% | +88.3% |
| All | +219.9% | -1.6% | +221.5% | +98.9% |
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 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