+22.4%
CDNS vs REPL
+97.7%
-75.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.1% |
| 7D | +1.0% | +1.2% | -0.3% | +1.0% |
| 30D | -2.0% | +92.2% | -94.1% | -2.2% |
| 3M | -0.2% | +44.1% | -44.3% | -0.4% |
| 6M | -8.9% | +313.0% | -321.9% | -9.5% |
| YTD | +3.3% | +125.2% | -121.9% | +3.3% |
| 1Y | +2.2% | +143.8% | -141.5% | +2.1% |
| 3Y | +22.4% | +104.2% | -81.8% | +17.4% |
| All | +22.4% | +97.7% | -75.4% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling