+14,714.2%
CDNS vs CB
+7,169.5%
+7,544.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +7.0% | 0.0% | +7.0% | +7.0% |
| 30D | -0.3% | +7.4% | -7.7% | -2.9% |
| 3M | +3.2% | +8.6% | -5.5% | -0.2% |
| 6M | -6.9% | +16.1% | -23.1% | -12.7% |
| YTD | +6.6% | +20.2% | -13.6% | -1.7% |
| 1Y | +5.6% | +27.2% | -21.6% | -4.8% |
| 3Y | +27.4% | +72.7% | -45.2% | +0.8% |
| 5Y | +83.7% | +105.9% | -22.2% | +34.8% |
| 10Y | +1,215.9% | +248.1% | +967.8% | +659.5% |
| All | +14,714.2% | +7,169.5% | +7,544.7% | +3,371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling