+93.1%
CVS vs REPL
-6.0%
+99.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.4% |
| 7D | +4.0% | -3.0% | +6.9% | +4.0% |
| 30D | -2.4% | +27.1% | -29.5% | -3.1% |
| 3M | +2.7% | +52.4% | -49.7% | +0.1% |
| 6M | +21.9% | +107.4% | -85.6% | +13.9% |
| YTD | +24.7% | +54.7% | -30.0% | +17.7% |
| 1Y | +35.4% | +158.9% | -123.4% | +22.6% |
| 3Y | +65.2% | -23.7% | +88.9% | +46.0% |
| 5Y | +30.5% | -54.3% | +84.9% | +16.9% |
| All | +93.1% | -6.0% | +99.1% | +40.9% |
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