+1,914.6%
CLS vs CDNS
+1,098.6%
+816.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -3.5% |
| 7D | +16.3% | +1.0% | +15.3% | +15.8% |
| 30D | -25.7% | -2.0% | -23.7% | -24.3% |
| 3M | -30.9% | -0.2% | -30.6% | -30.5% |
| 6M | -35.5% | -8.9% | -26.6% | -31.1% |
| YTD | -18.7% | +3.3% | -22.0% | -20.1% |
| 1Y | -17.9% | +2.2% | -20.1% | -18.6% |
| 3Y | +838.1% | +22.4% | +815.7% | +771.4% |
| 5Y | +1,971.9% | +78.0% | +1,893.9% | +1,479.7% |
| All | +1,914.6% | +1,098.6% | +816.0% | +681.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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