+1,838.4%
CLS vs CDNS
+87.5%
+1,751.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.2% | +2.7% | +4.1% |
| 7D | -10.6% | +2.1% | -12.7% | -11.7% |
| 30D | -38.4% | -4.6% | -33.8% | -36.0% |
| 3M | -29.9% | -0.8% | -29.1% | -29.3% |
| 6M | -40.6% | -7.2% | -33.4% | -36.9% |
| YTD | -24.6% | +7.7% | -32.3% | -28.7% |
| 1Y | -30.8% | +3.5% | -34.3% | -32.4% |
| 3Y | +811.7% | +31.2% | +780.5% | +691.3% |
| 5Y | +1,838.4% | +84.5% | +1,753.9% | +1,277.9% |
| All | +1,838.4% | +87.5% | +1,751.0% | +1,277.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling