+696.7%
CDNS vs CLBK
+67.9%
+628.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -14.0% | +1.2% | -15.2% | -14.3% |
| 30D | -13.2% | +9.1% | -22.3% | -15.2% |
| 3M | -28.9% | +27.7% | -56.6% | -33.5% |
| 6M | -4.2% | +40.8% | -45.0% | -12.8% |
| YTD | -6.4% | +66.4% | -72.7% | -18.9% |
| 1Y | -16.2% | +72.4% | -88.6% | -28.3% |
| 3Y | +20.2% | +50.7% | -30.5% | +4.2% |
| 5Y | +76.6% | +42.9% | +33.7% | +47.8% |
| All | +696.7% | +67.9% | +628.8% | +515.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling