+1,166.2%
CDNS vs CF
+479.1%
+687.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +1.0% | +4.8% | -3.8% | +0.3% |
| 30D | -2.0% | +4.7% | -6.7% | -2.8% |
| 3M | -0.2% | +7.4% | -7.7% | -1.9% |
| 6M | -8.9% | +0.6% | -9.5% | -9.8% |
| YTD | +3.3% | +64.1% | -60.8% | -8.1% |
| 1Y | +2.2% | +51.4% | -49.2% | -7.7% |
| 3Y | +22.4% | +67.8% | -45.4% | +6.5% |
| 5Y | +78.0% | +114.1% | -36.1% | +41.2% |
| All | +1,166.2% | +479.1% | +687.2% | +691.4% |
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