+548.4%
CDNS vs REPL
-6.0%
+554.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.9% |
| 7D | -14.0% | -3.0% | -11.0% | -13.9% |
| 30D | -13.2% | +27.1% | -40.3% | -14.1% |
| 3M | -28.9% | +52.4% | -81.3% | -31.5% |
| 6M | -4.2% | +107.4% | -111.6% | -12.8% |
| YTD | -6.4% | +54.7% | -61.1% | -13.4% |
| 1Y | -16.2% | +158.9% | -175.1% | -27.4% |
| 3Y | +20.2% | -23.7% | +43.9% | -0.3% |
| 5Y | +76.6% | -54.3% | +131.0% | +50.1% |
| All | +548.4% | -6.0% | +554.4% | +328.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling