+6,443.8%
CDNS vs CL
+5,337.0%
+1,106.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.4% |
| 7D | -2.4% | +1.3% | -3.8% | -2.9% |
| 30D | -10.2% | +11.4% | -21.5% | -13.6% |
| 3M | -5.5% | +4.4% | -9.9% | -7.3% |
| 6M | -9.9% | +10.8% | -20.6% | -13.9% |
| YTD | +2.3% | +25.1% | -22.8% | -6.8% |
| 1Y | -1.4% | +28.0% | -29.4% | -11.1% |
| 3Y | +28.1% | +37.6% | -9.5% | +10.0% |
| 5Y | +79.7% | +39.7% | +40.0% | +52.2% |
| 10Y | +1,183.3% | +75.8% | +1,107.5% | +892.0% |
| All | +6,443.8% | +5,337.0% | +1,106.9% | +752.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling