+1,032.7%
CDNS vs CL
+50.5%
+982.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.5% |
| 7D | -14.0% | -2.2% | -11.8% | -13.4% |
| 30D | -13.2% | -4.8% | -8.3% | -11.9% |
| 3M | -28.9% | +4.9% | -33.8% | -30.4% |
| 6M | -4.2% | -5.7% | +1.5% | -2.9% |
| YTD | -6.4% | +14.4% | -20.7% | -12.0% |
| 1Y | -16.2% | +8.7% | -25.0% | -20.0% |
| 3Y | +20.2% | +30.0% | -9.8% | +1.4% |
| 5Y | +76.6% | +28.4% | +48.3% | +47.8% |
| All | +1,032.7% | +50.5% | +982.3% | +773.3% |
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