+5,711.3%
CDNS vs CRS
+9,808.6%
-4,097.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -1.9% |
| 7D | -9.2% | -3.1% | -6.2% | -8.4% |
| 30D | -16.3% | -19.6% | +3.4% | -10.6% |
| 3M | -27.9% | -8.1% | -19.9% | -26.6% |
| 6M | -4.3% | +18.6% | -22.9% | -10.4% |
| YTD | -9.1% | +45.9% | -55.0% | -20.6% |
| 1Y | -21.2% | +82.5% | -103.7% | -36.5% |
| 3Y | +19.4% | +648.9% | -629.5% | -39.9% |
| 5Y | +71.6% | +1,438.1% | -1,366.5% | -34.6% |
| 10Y | +1,005.1% | +1,327.0% | -321.9% | +252.8% |
| All | +5,711.3% | +9,808.6% | -4,097.3% | +493.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling