+77.4%
CDNS vs CI
+42.7%
+34.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.9% |
| 7D | -14.0% | +1.3% | -15.3% | -14.1% |
| 30D | -13.2% | +4.4% | -17.6% | -13.6% |
| 3M | -28.9% | +0.7% | -29.6% | -29.0% |
| 6M | -4.2% | +0.3% | -4.5% | -4.4% |
| YTD | -6.4% | +3.8% | -10.2% | -7.0% |
| 1Y | -16.2% | -5.5% | -10.7% | -16.1% |
| 3Y | +20.2% | +8.1% | +12.1% | +13.9% |
| All | +77.4% | +42.7% | +34.7% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling