+75.6%
CDE vs REPL
+36.8%
+38.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -9.6% | +1.2% | -10.9% | -9.7% |
| 30D | -6.7% | +92.2% | -98.9% | -11.2% |
| 3M | -24.2% | +44.1% | -68.3% | -26.5% |
| 6M | -29.1% | +313.0% | -342.1% | -40.4% |
| YTD | -21.5% | +125.2% | -146.7% | -34.5% |
| 1Y | -7.4% | +143.8% | -151.1% | -23.3% |
| 3Y | +596.3% | +104.2% | +492.1% | +347.0% |
| 5Y | +95.7% | -34.5% | +130.3% | +45.9% |
| All | +75.6% | +36.8% | +38.8% | -1.6% |
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