+1,199.9%
CDNS vs CB
+248.4%
+951.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.1% | -1.0% | +0.9% | +0.2% |
| 30D | -5.5% | +7.3% | -12.8% | -7.5% |
| 3M | +0.5% | +7.0% | -6.5% | -1.7% |
| 6M | -9.6% | +16.3% | -25.9% | -14.3% |
| YTD | +5.3% | +19.7% | -14.4% | -1.5% |
| 1Y | +3.4% | +27.8% | -24.4% | -5.6% |
| 3Y | +25.9% | +72.0% | -46.1% | +1.1% |
| 5Y | +85.8% | +104.9% | -19.1% | +37.9% |
| 10Y | +1,199.9% | +246.7% | +953.2% | +624.5% |
| All | +1,199.9% | +248.4% | +951.5% | +624.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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