+1,038.7%
CDNS vs CCI
+1,102.0%
-63.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | +2.4% | +3.2% | -0.8% | +1.6% |
| 30D | -6.0% | +12.2% | -18.2% | -8.8% |
| 3M | -0.1% | +23.1% | -23.2% | -5.7% |
| 6M | -8.6% | +1.3% | -9.8% | -9.9% |
| YTD | +6.1% | +4.5% | +1.6% | +3.0% |
| 1Y | +0.8% | +2.3% | -1.5% | -1.7% |
| 3Y | +26.8% | +9.8% | +17.0% | +18.6% |
| 5Y | +86.9% | -36.5% | +123.4% | +100.2% |
| 10Y | +1,235.1% | +64.7% | +1,170.4% | +1,031.7% |
| All | +1,038.7% | +1,102.0% | -63.3% | +509.7% |
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