-19.7%
CDNS vs CRS
+81.6%
-101.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | -6.5% | -4.1% | -2.4% | -5.8% |
| 30D | -13.0% | -16.6% | +3.6% | -10.2% |
| 3M | -26.0% | -14.3% | -11.7% | -24.2% |
| 6M | -2.8% | +11.6% | -14.4% | -5.1% |
| YTD | -8.8% | +42.6% | -51.4% | -13.6% |
| All | -19.7% | +81.6% | -101.3% | -27.0% |
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