+146.0%
CCL vs CDNS
+28.1%
+118.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.3% |
| 7D | +5.8% | +2.4% | +3.4% | +5.0% |
| 30D | +17.3% | -6.0% | +23.3% | +19.7% |
| 3M | +11.3% | -0.1% | +11.4% | +10.7% |
| 6M | +18.5% | -8.6% | +27.0% | +20.5% |
| YTD | +2.8% | +6.1% | -3.3% | -2.7% |
| 1Y | +16.7% | +0.8% | +15.9% | +12.7% |
| 3Y | +146.0% | +26.8% | +119.2% | +112.2% |
| All | +146.0% | +28.1% | +118.0% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling