+77.1%
CDNS vs CB
+107.6%
-30.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.2% |
| 7D | +1.0% | +2.9% | -2.0% | +0.6% |
| 30D | -2.0% | +7.3% | -9.3% | -2.8% |
| 3M | -0.2% | +9.4% | -9.6% | -1.5% |
| 6M | -8.9% | +19.6% | -28.5% | -11.6% |
| YTD | +3.3% | +21.5% | -18.1% | -0.5% |
| 1Y | +2.2% | +28.0% | -25.8% | -3.0% |
| 3Y | +22.4% | +74.9% | -52.5% | +1.9% |
| All | +77.1% | +107.6% | -30.4% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling