-21.3%
CDNS vs CAPR
+35.4%
-56.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.2% |
| 7D | -7.2% | -12.6% | +5.4% | -7.0% |
| 30D | -14.3% | +124.4% | -138.7% | -15.5% |
| 3M | -27.2% | -66.8% | +39.6% | -26.7% |
| 6M | -4.5% | -71.8% | +67.3% | -3.7% |
| YTD | -9.0% | -70.1% | +61.1% | -8.4% |
| 1Y | -21.3% | +33.3% | -54.7% | -24.3% |
| All | -21.3% | +35.4% | -56.8% | -24.3% |
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