-21.2%
CDNS vs CI
-8.0%
-13.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -3.0% |
| 7D | -9.2% | -2.0% | -7.2% | -9.3% |
| 30D | -16.3% | -1.8% | -14.4% | -16.2% |
| 3M | -27.9% | -4.2% | -23.7% | -27.9% |
| 6M | -4.3% | +2.7% | -7.0% | -4.4% |
| YTD | -9.1% | +1.9% | -11.0% | -9.1% |
| 1Y | -21.2% | -6.3% | -15.0% | -20.3% |
| All | -21.2% | -8.0% | -13.2% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling