+14,118.7%
CDNS vs CB
+7,037.7%
+7,081.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.4% |
| 7D | -2.4% | +0.2% | -2.7% | -2.5% |
| 30D | -10.2% | +9.1% | -19.2% | -13.1% |
| 3M | -5.5% | +3.4% | -8.9% | -6.9% |
| 6M | -9.9% | +14.1% | -23.9% | -14.9% |
| YTD | +2.3% | +18.0% | -15.7% | -5.0% |
| 1Y | -1.4% | +30.1% | -31.5% | -11.9% |
| 3Y | +28.1% | +71.8% | -43.7% | +1.5% |
| 5Y | +79.7% | +101.8% | -22.1% | +32.9% |
| 10Y | +1,183.3% | +252.1% | +931.1% | +637.4% |
| All | +14,118.7% | +7,037.7% | +7,081.0% | +3,254.0% |
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