-89.5%
CDE vs CDNS
+5,926.8%
-6,016.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -2.0% | -7.2% | +5.2% | -0.6% |
| 30D | +15.7% | -14.3% | +30.0% | +18.9% |
| 3M | +30.5% | -27.2% | +57.7% | +38.2% |
| 6M | -7.4% | -4.5% | -2.9% | -6.7% |
| YTD | +17.9% | -9.0% | +26.9% | +19.7% |
| 1Y | +46.7% | -21.3% | +68.0% | +52.5% |
| 3Y | +851.3% | +19.6% | +831.7% | +815.0% |
| 5Y | +202.9% | +71.5% | +131.4% | +172.7% |
| 10Y | +58.2% | +1,036.6% | -978.4% | +8.8% |
| All | -89.5% | +5,926.8% | -6,016.3% | -93.4% |
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 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