+6,507.0%
CDNS vs CLX
+2,867.3%
+3,639.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.4% |
| 7D | +1.0% | +9.5% | -8.5% | -1.2% |
| 30D | -2.0% | +30.7% | -32.6% | -8.4% |
| 3M | -0.2% | +4.2% | -4.5% | -1.6% |
| 6M | -8.9% | +22.1% | -31.0% | -14.0% |
| YTD | +3.3% | +14.1% | -10.7% | -1.6% |
| 1Y | +2.2% | +10.3% | -8.1% | -1.9% |
| 3Y | +22.4% | -7.8% | +30.2% | +20.8% |
| 5Y | +78.0% | -20.8% | +98.9% | +78.9% |
| 10Y | +1,175.2% | +31.9% | +1,143.3% | +966.4% |
| All | +6,507.0% | +2,867.3% | +3,639.8% | +1,862.0% |
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 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