+71.5%
CDNS vs CLBK
+41.8%
+29.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -7.2% | -1.5% | -5.7% | -7.0% |
| 30D | -14.3% | +6.7% | -20.9% | -15.2% |
| 3M | -27.2% | +21.2% | -48.4% | -29.8% |
| 6M | -4.5% | +42.0% | -46.5% | -10.5% |
| YTD | -9.0% | +63.3% | -72.2% | -17.0% |
| 1Y | -21.3% | +65.4% | -86.7% | -28.5% |
| 3Y | +19.6% | +52.5% | -32.9% | +8.6% |
| 5Y | +71.5% | +42.0% | +29.6% | +51.0% |
| All | +71.5% | +41.8% | +29.7% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling