+135.5%
CVE vs REPL
-35.6%
+171.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.0% | -8.6% | -0.6% |
| 7D | -16.1% | +22.8% | -38.9% | -16.3% |
| 30D | -10.4% | +63.8% | -74.2% | -10.7% |
| 3M | -2.4% | +68.1% | -70.5% | -2.8% |
| 6M | -4.4% | +528.5% | -532.9% | -6.7% |
| YTD | +64.9% | +122.4% | -57.5% | +62.3% |
| 1Y | +66.0% | +154.4% | -88.3% | +63.0% |
| 3Y | +57.7% | +68.0% | -10.3% | +48.3% |
| All | +135.5% | -35.6% | +171.2% | +132.6% |
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 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