+28.1%
CDNS vs CLF
-33.4%
+61.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.5% |
| 7D | -2.4% | -19.6% | +17.1% | +0.8% |
| 30D | -10.2% | -5.0% | -5.2% | -9.7% |
| 3M | -5.5% | -6.3% | +0.8% | -5.1% |
| 6M | -9.9% | +2.8% | -12.6% | -11.6% |
| YTD | +2.3% | -13.7% | +16.1% | +1.6% |
| 1Y | -1.4% | +13.6% | -15.0% | -6.7% |
| 3Y | +28.1% | -34.0% | +62.1% | +26.9% |
| All | +28.1% | -33.4% | +61.5% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling