+217.4%
CVE vs REPL
+39.1%
+178.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.4% |
| 7D | -10.1% | +14.2% | -24.3% | -10.5% |
| 30D | -12.1% | +65.9% | -78.0% | -13.8% |
| 3M | -1.9% | +84.6% | -86.4% | -4.3% |
| 6M | -1.8% | +446.9% | -448.8% | -11.2% |
| YTD | +65.8% | +129.0% | -63.2% | +51.8% |
| 1Y | +60.8% | +167.9% | -107.0% | +46.0% |
| 3Y | +70.1% | +93.9% | -23.8% | +33.9% |
| 5Y | +134.8% | -33.0% | +167.7% | +101.8% |
| All | +217.4% | +39.1% | +178.2% | +117.5% |
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 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