+78.5%
CDNS vs CF
+120.6%
-42.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | -2.4% | -3.2% | +0.7% | -2.2% |
| 30D | -10.2% | +4.3% | -14.5% | -10.5% |
| 3M | -5.5% | +2.8% | -8.3% | -6.0% |
| 6M | -9.9% | +0.6% | -10.5% | -10.4% |
| YTD | +2.3% | +56.6% | -54.3% | -5.2% |
| 1Y | -1.4% | +49.6% | -51.0% | -8.2% |
| 3Y | +28.1% | +61.5% | -33.4% | +16.6% |
| All | +78.5% | +120.6% | -42.1% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling