+19.4%
CDNS vs CLBK
+55.4%
-36.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -9.2% | +1.1% | -10.4% | -9.5% |
| 30D | -16.3% | +7.8% | -24.0% | -17.6% |
| 3M | -27.9% | +23.9% | -51.8% | -31.3% |
| 6M | -4.3% | +42.3% | -46.6% | -11.7% |
| YTD | -9.1% | +65.4% | -74.5% | -19.2% |
| 1Y | -21.2% | +70.3% | -91.5% | -30.5% |
| 3Y | +19.4% | +54.5% | -35.1% | +5.8% |
| All | +19.4% | +55.4% | -36.0% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling