+1,036.6%
CDNS vs CCI
+17.8%
+1,018.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -7.2% | -0.3% | -6.9% | -7.1% |
| 30D | -14.3% | +2.1% | -16.4% | -14.9% |
| 3M | -27.2% | -17.8% | -9.4% | -22.5% |
| 6M | -4.5% | -14.2% | +9.7% | -0.7% |
| YTD | -9.0% | -13.3% | +4.4% | -6.3% |
| 1Y | -21.3% | -16.6% | -4.7% | -18.0% |
| 3Y | +19.6% | -10.8% | +30.4% | +14.3% |
| 5Y | +71.5% | -50.3% | +121.9% | +120.8% |
| 10Y | +1,036.6% | +22.5% | +1,014.1% | +909.6% |
| All | +1,036.6% | +17.8% | +1,018.8% | +909.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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