-35.0%
CLS vs CDNS
+1.6%
-36.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.5% |
| 7D | -13.9% | +2.4% | -16.3% | -15.1% |
| 30D | -38.2% | -6.0% | -32.2% | -35.1% |
| 3M | -28.8% | -0.1% | -28.7% | -28.7% |
| 6M | -40.4% | -8.6% | -31.8% | -35.5% |
| YTD | -24.3% | +6.1% | -30.4% | -20.8% |
| 1Y | -35.0% | +0.8% | -35.9% | -26.4% |
| All | -35.0% | +1.6% | -36.6% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling