+1,026.6%
CDNS vs CF
+575.3%
+451.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.5% |
| 7D | -14.0% | +6.0% | -20.0% | -14.9% |
| 30D | -13.2% | +14.8% | -28.0% | -15.2% |
| 3M | -28.9% | +14.1% | -43.0% | -30.7% |
| 6M | -4.2% | +28.5% | -32.7% | -9.9% |
| YTD | -6.4% | +74.9% | -81.3% | -17.0% |
| 1Y | -16.2% | +61.7% | -77.9% | -24.9% |
| 3Y | +20.2% | +80.3% | -60.2% | +3.9% |
| 5Y | +76.6% | +226.0% | -149.3% | +29.2% |
| All | +1,026.6% | +575.3% | +451.3% | +619.4% |
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