+1,090.6%
CCL vs CDNS
+6,872.6%
-5,781.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | +16.5% | -5.5% | +22.0% | +18.1% |
| 3M | +11.2% | +0.5% | +10.7% | +10.6% |
| 6M | +22.6% | -9.6% | +32.2% | +24.7% |
| YTD | +2.6% | +5.3% | -2.7% | -0.4% |
| 1Y | +17.0% | +3.4% | +13.6% | +13.9% |
| 3Y | +145.5% | +25.9% | +119.7% | +124.6% |
| 5Y | +36.1% | +85.8% | -49.7% | +13.8% |
| 10Y | -29.4% | +1,199.9% | -1,229.3% | -62.4% |
| All | +1,090.6% | +6,872.6% | -5,781.9% | +250.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling