+1,044.4%
CDNS vs CCI
+1,106.5%
-62.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +7.0% | -1.4% | +8.4% | +7.3% |
| 30D | -0.3% | +12.7% | -13.0% | -3.3% |
| 3M | +3.2% | +23.0% | -19.9% | -2.6% |
| 6M | -6.9% | +0.6% | -7.5% | -8.1% |
| YTD | +6.6% | +4.9% | +1.8% | +3.4% |
| 1Y | +5.6% | +0.7% | +5.0% | +3.5% |
| 3Y | +27.4% | +10.2% | +17.2% | +19.1% |
| 5Y | +83.7% | -36.4% | +120.1% | +96.8% |
| 10Y | +1,215.9% | +66.6% | +1,149.3% | +1,012.4% |
| All | +1,044.4% | +1,106.5% | -62.1% | +512.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling