+26.8%
CDNS vs CRL
+102.9%
-76.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -0.9% |
| 7D | +2.4% | -1.7% | +4.2% | +2.7% |
| 30D | -6.0% | +14.6% | -20.6% | -9.3% |
| 3M | -0.1% | +24.8% | -24.9% | -5.8% |
| 6M | -8.6% | +94.7% | -103.2% | -23.4% |
| YTD | +6.1% | +73.4% | -67.3% | -8.9% |
| 1Y | +0.8% | +104.7% | -103.8% | -17.1% |
| 3Y | +26.8% | +101.1% | -74.3% | +8.5% |
| All | +26.8% | +102.9% | -76.1% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling