+87.2%
CTVA vs REPL
+91.4%
-4.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.8% |
| 7D | +1.6% | +14.2% | -12.6% | +1.8% |
| 30D | -8.5% | +65.9% | -74.4% | -7.8% |
| 3M | +5.3% | +84.6% | -79.3% | +6.4% |
| 6M | -0.1% | +446.9% | -447.0% | +2.4% |
| YTD | +21.2% | +129.0% | -107.8% | +24.6% |
| 1Y | +27.0% | +167.9% | -140.9% | +30.4% |
| 3Y | +87.2% | +93.9% | -6.7% | +83.6% |
| All | +87.2% | +91.4% | -4.2% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling