+1,242.9%
CDNS vs CLF
+92.7%
+1,150.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.0% | -1.8% | +4.0% |
| 7D | +2.1% | -14.1% | +16.2% | +4.6% |
| 30D | -4.6% | -5.5% | +0.9% | -4.0% |
| 3M | -0.8% | 0.0% | -0.8% | -1.5% |
| 6M | -7.2% | +11.3% | -18.5% | -10.4% |
| YTD | +7.7% | -7.7% | +15.3% | +5.9% |
| 1Y | +3.5% | +17.5% | -14.0% | -2.6% |
| 3Y | +31.2% | -25.4% | +56.7% | +25.7% |
| 5Y | +84.5% | -46.0% | +130.5% | +80.7% |
| 10Y | +1,242.9% | +80.1% | +1,162.8% | +879.2% |
| All | +1,242.9% | +92.7% | +1,150.2% | +879.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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