+85.8%
CDNS vs CLX
-22.3%
+108.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.7% |
| 7D | -0.1% | +7.8% | -7.8% | -0.3% |
| 30D | -5.5% | +28.5% | -34.0% | -6.0% |
| 3M | +0.5% | +1.3% | -0.8% | +0.7% |
| 6M | -9.6% | +23.4% | -33.0% | -10.0% |
| YTD | +5.3% | +11.4% | -6.0% | +5.3% |
| 1Y | +3.4% | +6.9% | -3.5% | +3.6% |
| 3Y | +25.9% | -9.8% | +35.7% | +25.8% |
| 5Y | +85.8% | -22.7% | +108.5% | +87.0% |
| All | +85.8% | -22.3% | +108.1% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling