+17.0%
CDNS vs CLX
-35.1%
+52.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.1% |
| 7D | -7.2% | -4.9% | -2.3% | -7.4% |
| 30D | -14.3% | -15.8% | +1.6% | -14.9% |
| 3M | -27.2% | -7.9% | -19.3% | -27.4% |
| 6M | -4.5% | -19.0% | +14.5% | -4.6% |
| YTD | -9.0% | -7.9% | -1.0% | -8.5% |
| 1Y | -21.3% | -25.4% | +4.0% | -21.1% |
| All | +17.0% | -35.1% | +52.1% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling