-21.2%
CDNS vs CB
+22.5%
-43.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -3.5% |
| 7D | -9.2% | -0.6% | -8.6% | -9.4% |
| 30D | -16.3% | -3.9% | -12.3% | -17.6% |
| 3M | -27.9% | +4.9% | -32.8% | -25.7% |
| 6M | -4.3% | +3.3% | -7.6% | -1.2% |
| YTD | -9.1% | +8.5% | -17.6% | -5.3% |
| 1Y | -21.2% | +22.1% | -43.3% | -20.5% |
| All | -21.2% | +22.5% | -43.7% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling