+71.6%
CDNS vs CRL
-37.4%
+109.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.3% | -2.1% |
| 7D | -9.2% | -0.6% | -8.7% | -9.1% |
| 30D | -16.3% | +5.0% | -21.2% | -17.6% |
| 3M | -27.9% | +50.6% | -78.5% | -37.1% |
| 6M | -4.3% | +60.9% | -65.3% | -18.9% |
| YTD | -9.1% | +40.7% | -49.9% | -19.8% |
| 1Y | -21.2% | +73.3% | -94.5% | -35.3% |
| 3Y | +19.4% | +40.6% | -21.2% | -0.8% |
| 5Y | +71.6% | -37.0% | +108.6% | +104.5% |
| All | +71.6% | -37.4% | +109.0% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling