+31.5%
CVS vs REPL
-53.9%
+85.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | -1.6% | -5.7% | +4.2% | -1.5% |
| 30D | +0.4% | +22.5% | -22.1% | 0.0% |
| 3M | -0.4% | +64.7% | -65.1% | -2.1% |
| 6M | +25.1% | +83.0% | -57.9% | +20.0% |
| YTD | +23.9% | +52.0% | -28.1% | +19.2% |
| 1Y | +41.1% | +144.5% | -103.5% | +32.0% |
| 3Y | +63.6% | -25.1% | +88.7% | +49.9% |
| 5Y | +31.5% | -52.9% | +84.4% | +21.1% |
| All | +31.5% | -53.9% | +85.4% | +21.1% |
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 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