+2,277.8%
CLS vs CDNS
+937.5%
+1,340.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.2% | +2.7% | +5.5% |
| 7D | -10.6% | +2.1% | -12.7% | -11.2% |
| 30D | -38.4% | -4.6% | -33.8% | -36.8% |
| 3M | -29.9% | -0.8% | -29.1% | -29.3% |
| 6M | -40.6% | -7.2% | -33.4% | -38.0% |
| YTD | -24.6% | +7.7% | -32.3% | -26.8% |
| 1Y | -30.8% | +3.5% | -34.3% | -31.4% |
| 3Y | +811.7% | +31.2% | +780.5% | +743.1% |
| 5Y | +1,838.4% | +84.5% | +1,753.9% | +1,421.3% |
| 10Y | +1,751.5% | +1,242.9% | +508.6% | +526.2% |
| All | +2,277.8% | +937.5% | +1,340.3% | +494.6% |
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