-21.2%
CDNS vs REPL
+136.7%
-157.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.9% |
| 7D | -9.2% | -5.7% | -3.5% | -9.3% |
| 30D | -16.3% | +22.5% | -38.7% | -16.1% |
| 3M | -27.9% | +64.7% | -92.6% | -27.6% |
| 6M | -4.3% | +83.0% | -87.3% | -1.1% |
| YTD | -9.1% | +52.0% | -61.1% | -6.3% |
| 1Y | -21.2% | +144.5% | -165.8% | -18.7% |
| All | -21.2% | +136.7% | -157.9% | -18.7% |
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