+1,242.9%
CDNS vs CAPR
-64.9%
+1,307.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.4% | -4.3% | +5.0% |
| 7D | +2.1% | +36.0% | -33.9% | +1.4% |
| 30D | -4.6% | +25.8% | -30.4% | -5.2% |
| 3M | -0.8% | +140.8% | -141.6% | -3.1% |
| 6M | -7.2% | -67.6% | +60.4% | -6.6% |
| YTD | +7.7% | -65.9% | +73.5% | +8.1% |
| 1Y | +3.5% | +66.1% | -62.6% | -4.3% |
| 3Y | +31.2% | +256.9% | -225.7% | +15.1% |
| 5Y | +84.5% | +172.1% | -87.6% | +60.5% |
| 10Y | +1,242.9% | -64.7% | +1,307.6% | +1,009.8% |
| All | +1,242.9% | -64.9% | +1,307.8% | +1,009.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling