+1,026.7%
CDNS vs CRS
+1,409.1%
-382.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.6% |
| 7D | -6.5% | -4.1% | -2.4% | -5.7% |
| 30D | -13.0% | -16.6% | +3.6% | -9.5% |
| 3M | -26.0% | -14.3% | -11.7% | -23.8% |
| 6M | -2.8% | +11.6% | -14.4% | -6.0% |
| YTD | -8.8% | +42.6% | -51.4% | -16.9% |
| 1Y | -15.8% | +81.8% | -97.6% | -27.9% |
| 3Y | +19.7% | +632.1% | -612.3% | -25.9% |
| 5Y | +70.8% | +1,401.6% | -1,330.9% | -12.1% |
| All | +1,026.7% | +1,409.1% | -382.4% | +423.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling