+19.4%
CDNS vs CRL
+37.9%
-18.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.3% | -2.3% |
| 7D | -9.2% | -0.6% | -8.7% | -9.1% |
| 30D | -16.3% | +5.0% | -21.2% | -17.3% |
| 3M | -27.9% | +50.6% | -78.5% | -35.3% |
| 6M | -4.3% | +60.9% | -65.3% | -16.1% |
| YTD | -9.1% | +40.7% | -49.9% | -17.6% |
| 1Y | -21.2% | +73.3% | -94.5% | -32.4% |
| 3Y | +19.4% | +40.6% | -21.2% | +8.3% |
| All | +19.4% | +37.9% | -18.5% | +8.3% |
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