-15.8%
CDNS vs CLBK
+66.6%
-82.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -6.5% | -1.4% | -5.2% | -6.4% |
| 30D | -13.0% | +4.5% | -17.5% | -13.4% |
| 3M | -26.0% | +22.8% | -48.8% | -28.3% |
| 6M | -2.8% | +43.4% | -46.3% | -8.5% |
| YTD | -8.8% | +64.1% | -73.0% | -16.1% |
| 1Y | -15.8% | +67.6% | -83.4% | -21.2% |
| All | -15.8% | +66.6% | -82.4% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling