+1,242.9%
CDNS vs CF
+546.3%
+696.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.2% |
| 7D | +2.1% | -0.9% | +3.0% | +2.2% |
| 30D | -4.6% | +6.9% | -11.6% | -5.8% |
| 3M | -0.8% | +4.8% | -5.6% | -2.2% |
| 6M | -7.2% | +4.7% | -11.9% | -9.0% |
| YTD | +7.7% | +56.5% | -48.8% | -3.5% |
| 1Y | +3.5% | +48.4% | -44.9% | -6.4% |
| 3Y | +31.2% | +59.1% | -27.9% | +15.2% |
| 5Y | +84.5% | +109.5% | -25.0% | +46.6% |
| 10Y | +1,242.9% | +487.0% | +755.9% | +744.2% |
| All | +1,242.9% | +546.3% | +696.6% | +744.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling