+36.3%
CDE vs REPL
+126.3%
-90.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.4% | +5.2% | -2.9% |
| 7D | -6.1% | -13.4% | +7.4% | -5.7% |
| 30D | +9.5% | -3.0% | +12.5% | +9.5% |
| 3M | +32.0% | +56.3% | -24.3% | +29.0% |
| 6M | -12.8% | +60.9% | -73.7% | -18.3% |
| YTD | +14.2% | +36.2% | -22.0% | +7.4% |
| 1Y | +36.3% | +121.0% | -84.7% | +24.3% |
| All | +36.3% | +126.3% | -90.0% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling