+1,026.7%
CDNS vs CLX
-2.6%
+1,029.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.2% |
| 7D | -6.5% | -5.9% | -0.7% | -5.8% |
| 30D | -13.0% | -17.0% | +4.0% | -11.0% |
| 3M | -26.0% | -9.6% | -16.4% | -25.2% |
| 6M | -2.8% | -21.5% | +18.7% | +0.1% |
| YTD | -8.8% | -8.8% | 0.0% | -8.3% |
| 1Y | -15.8% | -24.7% | +8.8% | -12.9% |
| 3Y | +19.7% | -35.6% | +55.4% | +25.7% |
| 5Y | +70.8% | -37.6% | +108.4% | +77.6% |
| All | +1,026.7% | -2.6% | +1,029.3% | +938.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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