+22.4%
CDNS vs CI
+7.2%
+15.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | +1.0% | +1.2% | -0.2% | +1.0% |
| 30D | -2.0% | +2.6% | -4.5% | -1.9% |
| 3M | -0.2% | +7.4% | -7.7% | -0.1% |
| 6M | -8.9% | -0.1% | -8.8% | -8.7% |
| YTD | +3.3% | +9.7% | -6.4% | +3.5% |
| 1Y | +2.2% | +12.1% | -9.9% | +2.5% |
| 3Y | +22.4% | +7.0% | +15.4% | +22.1% |
| All | +22.4% | +7.2% | +15.2% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling