+166.8%
CDE vs REPL
-6.0%
+172.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | +0.5% | -3.0% | +3.5% | +0.7% |
| 30D | +21.9% | +27.1% | -5.3% | +19.4% |
| 3M | +14.9% | +52.4% | -37.4% | +7.4% |
| 6M | -10.5% | +107.4% | -118.0% | -25.0% |
| YTD | +19.3% | +54.7% | -35.5% | +2.6% |
| 1Y | +50.8% | +158.9% | -108.1% | +18.4% |
| 3Y | +782.3% | -23.7% | +806.0% | +547.0% |
| 5Y | +191.7% | -54.3% | +246.0% | +123.0% |
| All | +166.8% | -6.0% | +172.8% | +54.0% |
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 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