-16.2%
CDNS vs REPL
+161.1%
-177.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -4.0% |
| 7D | -14.0% | -3.0% | -11.0% | -14.0% |
| 30D | -13.2% | +27.1% | -40.3% | -13.0% |
| 3M | -28.9% | +52.4% | -81.3% | -28.6% |
| 6M | -4.2% | +107.4% | -111.6% | -0.9% |
| YTD | -6.4% | +54.7% | -61.1% | -3.4% |
| 1Y | -16.2% | +158.9% | -175.1% | -12.9% |
| All | -16.2% | +161.1% | -177.3% | -12.9% |
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 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