-16.2%
CDNS vs CRS
+102.1%
-118.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.3% |
| 7D | -14.0% | -0.2% | -13.8% | -14.0% |
| 30D | -13.2% | -16.6% | +3.5% | -10.5% |
| 3M | -28.9% | -3.5% | -25.4% | -28.7% |
| 6M | -4.2% | +15.4% | -19.6% | -6.9% |
| YTD | -6.4% | +51.2% | -57.6% | -11.8% |
| 1Y | -16.2% | +98.3% | -114.5% | -23.9% |
| All | -16.2% | +102.1% | -118.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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