+77.4%
CDNS vs CL
+28.4%
+49.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -4.0% |
| 7D | -14.0% | -2.2% | -11.8% | -14.0% |
| 30D | -13.2% | -4.8% | -8.3% | -13.1% |
| 3M | -28.9% | +4.9% | -33.8% | -29.0% |
| 6M | -4.2% | -5.7% | +1.5% | -3.8% |
| YTD | -6.4% | +14.4% | -20.7% | -7.6% |
| 1Y | -16.2% | +8.7% | -25.0% | -16.7% |
| 3Y | +20.2% | +30.0% | -9.8% | +8.7% |
| All | +77.4% | +28.4% | +49.0% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling