+1,157.5%
CDNS vs CB
+248.0%
+909.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.2% |
| 7D | -2.4% | +0.2% | -2.7% | -2.5% |
| 30D | -10.2% | +9.1% | -19.2% | -12.5% |
| 3M | -5.5% | +3.4% | -8.9% | -6.6% |
| 6M | -9.9% | +14.1% | -23.9% | -14.0% |
| YTD | +2.3% | +18.0% | -15.7% | -3.9% |
| 1Y | -1.4% | +30.1% | -31.5% | -10.6% |
| 3Y | +28.1% | +71.8% | -43.7% | +2.8% |
| 5Y | +79.7% | +101.8% | -22.1% | +34.0% |
| All | +1,157.5% | +248.0% | +909.6% | +614.6% |
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