+17.0%
CDNS vs CRS
+636.8%
-619.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -7.2% | -0.5% | -6.6% | -7.1% |
| 30D | -14.3% | -18.1% | +3.8% | -10.0% |
| 3M | -27.2% | -12.4% | -14.8% | -25.2% |
| 6M | -4.5% | +15.9% | -20.4% | -9.0% |
| YTD | -9.0% | +45.8% | -54.8% | -18.5% |
| 1Y | -21.3% | +87.8% | -109.1% | -34.9% |
| All | +17.0% | +636.8% | -619.8% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling