+1,336.2%
CDNS vs CAPR
-99.1%
+1,435.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.2% |
| 3M | -28.9% | -66.4% | +37.5% | -28.6% |
| 6M | -4.2% | -63.1% | +59.0% | -3.9% |
| YTD | -6.4% | -67.4% | +61.1% | -6.0% |
| 1Y | -16.2% | +58.2% | -74.5% | -19.4% |
| 3Y | +20.2% | +42.2% | -22.0% | +14.4% |
| 5Y | +76.6% | +87.3% | -10.6% | +67.0% |
| 10Y | +1,029.7% | -75.3% | +1,104.9% | +947.9% |
| All | +1,336.2% | -99.1% | +1,435.3% | +1,312.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling