+90.4%
CVS vs REPL
-9.7%
+100.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.7% |
| 7D | -1.9% | -9.6% | +7.7% | -1.6% |
| 30D | -0.3% | +5.7% | -6.0% | -0.5% |
| 3M | -1.1% | +56.4% | -57.5% | -3.7% |
| 6M | +23.7% | +67.4% | -43.7% | +16.5% |
| YTD | +23.0% | +48.7% | -25.7% | +16.1% |
| 1Y | +37.2% | +148.3% | -111.1% | +24.3% |
| 3Y | +62.4% | -26.7% | +89.1% | +43.7% |
| 5Y | +31.8% | -54.1% | +86.0% | +17.8% |
| All | +90.4% | -9.7% | +100.1% | +39.1% |
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 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