-41.7%
CCL vs CDNS
+1,013.9%
-1,055.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -4.4% | -7.2% | +2.8% | -0.9% |
| 30D | -18.2% | -14.3% | -3.9% | -12.1% |
| 3M | -17.7% | -27.2% | +9.5% | -4.5% |
| 6M | -13.0% | -4.5% | -8.5% | -13.3% |
| YTD | -24.5% | -9.0% | -15.5% | -23.9% |
| 1Y | -26.9% | -21.3% | -5.6% | -21.2% |
| 3Y | +50.8% | +19.6% | +31.2% | +23.7% |
| 5Y | -0.9% | +71.5% | -72.5% | -33.9% |
| 10Y | -41.7% | +1,036.6% | -1,078.3% | -82.9% |
| All | -41.7% | +1,013.9% | -1,055.6% | -82.9% |
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