+1,372.7%
CDNS vs CRL
+1,379.5%
-6.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.4% |
| 7D | -14.0% | -1.0% | -13.0% | -13.7% |
| 30D | -13.2% | +10.7% | -23.8% | -16.4% |
| 3M | -28.9% | +55.3% | -84.2% | -40.0% |
| 6M | -4.2% | +60.7% | -64.8% | -21.1% |
| YTD | -6.4% | +44.6% | -51.0% | -20.2% |
| 1Y | -16.2% | +77.7% | -94.0% | -34.2% |
| 3Y | +20.2% | +37.6% | -17.5% | -3.2% |
| 5Y | +76.6% | -35.8% | +112.5% | +84.7% |
| 10Y | +1,029.7% | +241.7% | +787.9% | +527.1% |
| All | +1,372.7% | +1,379.5% | -6.8% | +438.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling