+238.9%
CRM vs CDNS
+1,060.3%
-821.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.1% |
| 7D | -4.4% | -1.1% | -3.3% | -3.8% |
| 30D | +28.1% | -10.4% | +38.6% | +36.1% |
| 3M | +48.8% | -24.6% | +73.4% | +72.8% |
| 6M | +28.3% | -1.6% | +29.9% | +26.8% |
| YTD | -6.0% | -7.4% | +1.4% | -4.4% |
| 1Y | +1.4% | -18.4% | +19.9% | +10.3% |
| 3Y | +11.8% | +19.0% | -7.1% | -9.5% |
| 5Y | -2.0% | +73.4% | -75.4% | -39.6% |
| All | +238.9% | +1,060.3% | -821.4% | -32.1% |
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