+77.9%
CTVA vs REPL
-33.0%
+110.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.8% |
| 7D | +1.6% | +14.2% | -12.6% | +1.7% |
| 30D | -8.5% | +65.9% | -74.4% | -8.1% |
| 3M | +5.3% | +84.6% | -79.3% | +5.9% |
| 6M | -0.1% | +446.9% | -447.0% | +0.6% |
| YTD | +21.2% | +129.0% | -107.8% | +22.6% |
| 1Y | +27.0% | +167.9% | -140.9% | +28.1% |
| 3Y | +87.2% | +93.9% | -6.7% | +78.6% |
| 5Y | +77.9% | -33.0% | +110.9% | +75.3% |
| All | +77.9% | -33.0% | +110.9% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling