+83.7%
CDNS vs CL
+41.5%
+42.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +7.0% | -0.8% | +7.8% | +7.0% |
| 30D | -0.3% | +9.5% | -9.7% | 0.0% |
| 3M | +3.2% | +6.6% | -3.5% | +3.4% |
| 6M | -6.9% | +13.2% | -20.2% | -6.8% |
| YTD | +6.6% | +26.9% | -20.2% | +5.7% |
| 1Y | +5.6% | +27.6% | -22.0% | +4.6% |
| 3Y | +27.4% | +39.1% | -11.7% | +17.2% |
| 5Y | +83.7% | +41.3% | +42.4% | +67.1% |
| All | +83.7% | +41.5% | +42.2% | +67.1% |
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