+529.4%
CDNS vs REPL
-7.7%
+537.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.9% |
| 7D | -9.2% | -5.7% | -3.5% | -9.0% |
| 30D | -16.3% | +22.5% | -38.7% | -17.0% |
| 3M | -27.9% | +64.7% | -92.6% | -30.8% |
| 6M | -4.3% | +83.0% | -87.3% | -12.2% |
| YTD | -9.1% | +52.0% | -61.1% | -15.9% |
| 1Y | -21.2% | +144.5% | -165.8% | -31.4% |
| 3Y | +19.4% | -25.1% | +44.4% | -0.9% |
| 5Y | +71.6% | -52.9% | +124.5% | +45.1% |
| All | +529.4% | -7.7% | +537.1% | +316.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling