+779.2%
CDNS vs CLBK
+60.9%
+718.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | +1.0% | +0.9% | +0.1% | +0.8% |
| 30D | -2.0% | +3.4% | -5.4% | -2.8% |
| 3M | -0.2% | -4.3% | +4.0% | +0.8% |
| 6M | -8.9% | +28.4% | -37.2% | -15.1% |
| YTD | +3.3% | +59.4% | -56.1% | -9.6% |
| 1Y | +2.2% | +64.8% | -62.6% | -11.4% |
| 3Y | +22.4% | +50.6% | -28.2% | +6.0% |
| 5Y | +78.0% | +28.3% | +49.7% | +55.1% |
| All | +779.2% | +60.9% | +718.3% | +585.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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