+80.5%
CVS vs REPL
+37.4%
+43.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | +10.4% | +9.8% | +0.6% | +10.1% |
| 30D | +3.3% | +81.5% | -78.2% | +1.5% |
| 3M | -4.5% | +44.2% | -48.8% | -5.7% |
| 6M | -4.4% | +437.4% | -441.8% | -11.6% |
| YTD | +16.6% | +126.1% | -109.5% | +8.7% |
| 1Y | +15.3% | +143.1% | -127.8% | +7.1% |
| 3Y | +48.6% | +97.8% | -49.3% | +25.5% |
| 5Y | +12.9% | -34.3% | +47.2% | 0.0% |
| All | +80.5% | +37.4% | +43.1% | +30.2% |
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