-9.9%
CDNS vs CB
+13.6%
-23.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +1.8% |
| 7D | -2.4% | +0.2% | -2.7% | -2.3% |
| 30D | -10.2% | +9.1% | -19.2% | -5.8% |
| 3M | -5.5% | +3.4% | -8.9% | -3.7% |
| 6M | -9.9% | +14.1% | -23.9% | +4.7% |
| All | -9.9% | +13.6% | -23.5% | +4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling