+270.6%
CVE vs REPL
-6.0%
+276.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | +2.5% | -3.0% | +5.5% | +2.6% |
| 30D | +16.7% | +27.1% | -10.4% | +15.6% |
| 3M | +9.3% | +52.4% | -43.1% | +5.8% |
| 6M | +43.6% | +107.4% | -63.8% | +31.9% |
| YTD | +93.6% | +54.7% | +38.9% | +80.2% |
| 1Y | +98.8% | +158.9% | -60.1% | +74.8% |
| 3Y | +73.6% | -23.7% | +97.3% | +47.4% |
| 5Y | +312.5% | -54.3% | +366.8% | +259.5% |
| All | +270.6% | -6.0% | +276.6% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling