+3,231.7%
CLS vs CDNS
+802.4%
+2,429.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +2.6% |
| 7D | +4.6% | -14.0% | +18.6% | +11.6% |
| 30D | -13.9% | -13.2% | -0.7% | -8.5% |
| 3M | -26.6% | -28.9% | +2.3% | -14.4% |
| 6M | +15.4% | -4.2% | +19.6% | +18.1% |
| YTD | +5.7% | -6.4% | +12.0% | +8.6% |
| 1Y | +41.1% | -16.2% | +57.3% | +52.0% |
| 3Y | +1,228.6% | +20.2% | +1,208.4% | +1,173.5% |
| 5Y | +3,240.6% | +76.6% | +3,164.0% | +2,567.9% |
| 10Y | +2,760.3% | +1,029.7% | +1,730.7% | +936.5% |
| All | +3,231.7% | +802.4% | +2,429.4% | +781.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling