+5,887.0%
CDNS vs CLX
+2,386.6%
+3,500.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.7% |
| 7D | -14.0% | -9.2% | -4.8% | -11.9% |
| 30D | -13.2% | -11.0% | -2.1% | -10.7% |
| 3M | -28.9% | +5.0% | -33.9% | -30.1% |
| 6M | -4.2% | -18.8% | +14.6% | -0.1% |
| YTD | -6.4% | -4.4% | -2.0% | -6.6% |
| 1Y | -16.2% | -21.9% | +5.6% | -12.2% |
| 3Y | +20.2% | -32.8% | +52.9% | +28.8% |
| 5Y | +76.6% | -34.6% | +111.2% | +86.6% |
| 10Y | +1,029.7% | -4.7% | +1,034.4% | +934.0% |
| All | +5,887.0% | +2,386.6% | +3,500.5% | +1,762.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling