-16.2%
CDNS vs CAPR
+48.7%
-64.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.0% |
| 7D | -14.0% | -2.0% | -12.0% | -14.0% |
| 30D | -13.2% | +139.2% | -152.3% | -14.5% |
| 3M | -28.9% | -66.4% | +37.5% | -28.5% |
| 6M | -4.2% | -63.1% | +59.0% | -3.8% |
| YTD | -6.4% | -67.4% | +61.1% | -5.9% |
| 1Y | -16.2% | +58.2% | -74.5% | -19.5% |
| All | -16.2% | +48.7% | -64.9% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling