-6.6%
CTVA vs REPL
+145.6%
-152.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +0.9% | -25.2% | -24.3% |
| 7D | -23.7% | +9.8% | -33.5% | -23.3% |
| 30D | -31.2% | +81.5% | -112.7% | -29.2% |
| 3M | -18.7% | +44.2% | -63.0% | -17.2% |
| 6M | -25.5% | +437.4% | -462.9% | -18.6% |
| YTD | -8.0% | +126.1% | -134.1% | +1.8% |
| All | -6.6% | +145.6% | -152.2% | +2.1% |
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