+1,005.1%
CDNS vs CI
+142.6%
+862.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.5% |
| 7D | -9.2% | -2.0% | -7.2% | -8.7% |
| 30D | -16.3% | -1.8% | -14.4% | -15.9% |
| 3M | -27.9% | -4.2% | -23.7% | -27.3% |
| 6M | -4.3% | +2.7% | -7.0% | -5.7% |
| YTD | -9.1% | +1.9% | -11.0% | -10.4% |
| 1Y | -21.2% | -6.3% | -15.0% | -21.3% |
| 3Y | +19.4% | +3.9% | +15.5% | +11.2% |
| 5Y | +71.6% | +41.9% | +29.7% | +39.4% |
| 10Y | +1,005.1% | +140.4% | +864.7% | +658.3% |
| All | +1,005.1% | +142.6% | +862.5% | +658.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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