-21.3%
CDNS vs CRL
+66.2%
-87.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | -7.2% | -4.6% | -2.6% | -6.0% |
| 30D | -14.3% | +0.5% | -14.7% | -14.4% |
| 3M | -27.2% | +46.6% | -73.8% | -34.8% |
| 6M | -4.5% | +57.3% | -61.8% | -16.7% |
| YTD | -9.0% | +39.5% | -48.5% | -16.6% |
| 1Y | -21.3% | +76.9% | -98.2% | -34.7% |
| All | -21.3% | +66.2% | -87.5% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling