+5,887.0%
CDNS vs CCEP
+6,869.6%
-982.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.1% |
| 7D | -14.0% | -3.1% | -10.9% | -13.2% |
| 30D | -13.2% | -2.6% | -10.6% | -12.5% |
| 3M | -28.9% | +14.9% | -43.8% | -32.0% |
| 6M | -4.2% | +2.3% | -6.4% | -5.3% |
| YTD | -6.4% | +17.8% | -24.2% | -11.6% |
| 1Y | -16.2% | +24.2% | -40.4% | -22.4% |
| 3Y | +20.2% | +84.7% | -64.5% | -2.2% |
| 5Y | +76.6% | +103.2% | -26.6% | +38.6% |
| 10Y | +1,029.7% | +257.4% | +772.3% | +618.8% |
| All | +5,887.0% | +6,869.6% | -982.6% | +1,101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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