+137.3%
CTVA vs REPL
+49.0%
+88.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -20.8% | +1.2% | -22.0% | -20.8% |
| 30D | -29.6% | +92.2% | -121.8% | -30.2% |
| 3M | -16.9% | +44.1% | -61.0% | -17.3% |
| 6M | -24.3% | +313.0% | -337.3% | -27.1% |
| YTD | -5.6% | +125.2% | -130.8% | -9.4% |
| 1Y | -4.2% | +143.8% | -147.9% | -8.3% |
| 3Y | +43.3% | +104.2% | -60.9% | +21.1% |
| 5Y | +35.7% | -34.5% | +70.3% | +24.9% |
| All | +137.3% | +49.0% | +88.2% | +46.7% |
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 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