+71.6%
CDNS vs CCI
-50.2%
+121.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -9.2% | +0.2% | -9.4% | -9.3% |
| 30D | -16.3% | +0.5% | -16.8% | -16.3% |
| 3M | -27.9% | -16.3% | -11.7% | -25.7% |
| 6M | -4.3% | -13.9% | +9.6% | -2.2% |
| YTD | -9.1% | -12.4% | +3.3% | -7.8% |
| 1Y | -21.2% | -15.2% | -6.0% | -19.6% |
| 3Y | +19.4% | -9.9% | +29.3% | +13.0% |
| 5Y | +71.6% | -50.8% | +122.4% | +116.4% |
| All | +71.6% | -50.2% | +121.8% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling