+71.6%
CDNS vs CAPR
+87.6%
-16.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -2.9% |
| 7D | -9.2% | -9.5% | +0.2% | -9.1% |
| 30D | -16.3% | +121.5% | -137.8% | -17.7% |
| 3M | -27.9% | -65.4% | +37.4% | -27.4% |
| 6M | -4.3% | -67.5% | +63.2% | -3.6% |
| YTD | -9.1% | -68.6% | +59.5% | -8.5% |
| 1Y | -21.2% | +42.7% | -63.9% | -26.2% |
| 3Y | +19.4% | +43.4% | -24.0% | +5.3% |
| 5Y | +71.6% | +86.0% | -14.4% | +43.1% |
| All | +71.6% | +87.6% | -16.0% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling