+73.2%
CVE vs REPL
+125.1%
-52.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.2% | -7.8% | -7.6% |
| 7D | -12.1% | +28.8% | -40.9% | -11.9% |
| 30D | -9.8% | +57.3% | -67.1% | -9.4% |
| 3M | -0.7% | +73.6% | -74.3% | -0.3% |
| 6M | -4.3% | +582.8% | -587.2% | -2.4% |
| YTD | +70.6% | +112.9% | -42.3% | +79.3% |
| 1Y | +73.2% | +130.7% | -57.5% | +81.5% |
| All | +73.2% | +125.1% | -52.0% | +81.5% |
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