+5,887.0%
CDNS vs CLF
+714.0%
+5,173.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.8% | -4.3% |
| 7D | -14.0% | +7.6% | -21.6% | -15.2% |
| 30D | -13.2% | -1.2% | -12.0% | -13.1% |
| 3M | -28.9% | -13.4% | -15.5% | -27.8% |
| 6M | -4.2% | +15.4% | -19.6% | -8.2% |
| YTD | -6.4% | -5.9% | -0.5% | -7.9% |
| 1Y | -16.2% | +18.8% | -35.0% | -22.5% |
| 3Y | +20.2% | -19.4% | +39.6% | +13.7% |
| 5Y | +76.6% | -47.7% | +124.4% | +74.3% |
| 10Y | +1,029.7% | +130.4% | +899.3% | +605.6% |
| All | +5,887.0% | +714.0% | +5,173.0% | +1,230.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling