+203.8%
CDE vs REPL
-54.7%
+258.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.7% |
| 7D | -2.0% | -9.6% | +7.6% | -1.5% |
| 30D | +15.7% | +5.7% | +10.0% | +15.3% |
| 3M | +30.5% | +56.4% | -25.9% | +24.6% |
| 6M | -7.4% | +67.4% | -74.8% | -16.8% |
| YTD | +17.9% | +48.7% | -30.8% | +6.4% |
| 1Y | +46.7% | +148.3% | -101.6% | +24.5% |
| 3Y | +851.3% | -26.7% | +878.0% | +681.5% |
| All | +203.8% | -54.7% | +258.5% | +149.3% |
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 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