+84.5%
CDNS vs REPL
-33.0%
+117.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.2% | +5.1% |
| 7D | +2.1% | +14.2% | -12.1% | +1.9% |
| 30D | -4.6% | +65.9% | -70.5% | -5.6% |
| 3M | -0.8% | +84.6% | -85.4% | -2.1% |
| 6M | -7.2% | +446.9% | -454.1% | -11.9% |
| YTD | +7.7% | +129.0% | -121.4% | +3.4% |
| 1Y | +3.5% | +167.9% | -164.3% | -1.2% |
| 3Y | +31.2% | +93.9% | -62.7% | +11.0% |
| 5Y | +84.5% | -33.0% | +117.5% | +84.3% |
| All | +84.5% | -33.0% | +117.5% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling