-18.4%
CDNS vs CLX
-25.9%
+7.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.4% |
| 7D | -1.1% | -5.7% | +4.6% | -1.7% |
| 30D | -10.4% | -17.0% | +6.6% | -12.3% |
| 3M | -24.6% | -9.7% | -14.9% | -25.2% |
| 6M | -1.6% | -19.8% | +18.2% | -2.7% |
| YTD | -7.4% | -9.8% | +2.4% | -4.5% |
| 1Y | -18.4% | -26.2% | +7.8% | -23.2% |
| All | -18.4% | -25.9% | +7.4% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling