+5.7%
CVS vs REPL
-35.6%
+41.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.0% | -4.9% | +3.0% |
| 7D | -7.1% | +22.8% | -29.9% | -7.4% |
| 30D | -4.0% | +63.8% | -67.8% | -4.9% |
| 3M | -12.2% | +68.1% | -80.3% | -13.1% |
| 6M | -2.2% | +528.5% | -530.7% | -7.5% |
| YTD | +8.9% | +122.4% | -113.5% | +4.1% |
| 1Y | +9.9% | +154.4% | -144.5% | +4.6% |
| 3Y | +32.1% | +68.0% | -35.9% | +18.2% |
| All | +5.7% | -35.6% | +41.3% | -5.0% |
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