+905.0%
CDNS vs CCI
+905.5%
-0.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.5% |
| 7D | -14.0% | -0.4% | -13.6% | -13.9% |
| 30D | -13.2% | +2.7% | -15.9% | -13.8% |
| 3M | -28.9% | -18.2% | -10.7% | -25.6% |
| 6M | -4.2% | -14.8% | +10.6% | -1.2% |
| YTD | -6.4% | -12.6% | +6.2% | -4.5% |
| 1Y | -16.2% | -16.7% | +0.5% | -13.6% |
| 3Y | +20.2% | -10.5% | +30.7% | +18.8% |
| 5Y | +76.6% | -51.4% | +128.1% | +103.4% |
| 10Y | +1,029.7% | +20.0% | +1,009.6% | +938.7% |
| All | +905.0% | +905.5% | -0.5% | +465.6% |
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 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