+1,242.9%
CDNS vs CL
+76.2%
+1,166.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.8% | +4.8% |
| 7D | +2.1% | +0.5% | +1.6% | +2.0% |
| 30D | -4.6% | +11.6% | -16.2% | -7.9% |
| 3M | -0.8% | +5.6% | -6.4% | -2.7% |
| 6M | -7.2% | +13.2% | -20.4% | -11.5% |
| YTD | +7.7% | +26.9% | -19.3% | -2.1% |
| 1Y | +3.5% | +27.3% | -23.8% | -6.2% |
| 3Y | +31.2% | +39.7% | -8.5% | +9.0% |
| 5Y | +84.5% | +41.3% | +43.2% | +50.1% |
| 10Y | +1,242.9% | +76.3% | +1,166.6% | +866.0% |
| All | +1,242.9% | +76.2% | +1,166.7% | +866.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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