+71.5%
CDNS vs CLX
-37.0%
+108.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.3% |
| 7D | -7.2% | -4.9% | -2.3% | -7.0% |
| 30D | -14.3% | -15.8% | +1.6% | -13.8% |
| 3M | -27.2% | -7.9% | -19.3% | -27.0% |
| 6M | -4.5% | -19.0% | +14.5% | -3.4% |
| YTD | -9.0% | -7.9% | -1.0% | -8.6% |
| 1Y | -21.3% | -25.4% | +4.0% | -19.9% |
| 3Y | +19.6% | -35.0% | +54.6% | +22.3% |
| 5Y | +71.5% | -36.8% | +108.3% | +66.9% |
| All | +71.5% | -37.0% | +108.5% | +66.9% |
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