+21.2%
CDNS vs CB
+74.3%
-53.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -4.2% |
| 7D | -14.0% | +0.5% | -14.5% | -13.9% |
| 30D | -13.2% | -3.1% | -10.1% | -13.5% |
| 3M | -28.9% | +9.0% | -37.9% | -28.1% |
| 6M | -4.2% | +2.9% | -7.0% | -3.4% |
| YTD | -6.4% | +10.1% | -16.5% | -5.5% |
| 1Y | -16.2% | +22.8% | -39.0% | -15.9% |
| All | +21.2% | +74.3% | -53.1% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling