-29.3%
CCL vs CDNS
+1,235.1%
-1,264.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.5% |
| 7D | +5.8% | +2.4% | +3.4% | +4.7% |
| 30D | +17.3% | -6.0% | +23.3% | +20.5% |
| 3M | +11.3% | -0.1% | +11.4% | +10.3% |
| 6M | +18.5% | -8.6% | +27.0% | +21.0% |
| YTD | +2.8% | +6.1% | -3.3% | -4.4% |
| 1Y | +16.7% | +0.8% | +15.9% | +11.1% |
| 3Y | +146.0% | +26.8% | +119.2% | +96.1% |
| 5Y | +33.6% | +86.9% | -53.2% | -14.9% |
| All | -29.3% | +1,235.1% | -1,264.4% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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