+1,962.7%
CDNS vs CF
+5,315.1%
-3,352.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | -2.4% | -3.2% | +0.7% | -1.9% |
| 30D | -10.2% | +4.3% | -14.5% | -11.4% |
| 3M | -5.5% | +2.8% | -8.3% | -7.0% |
| 6M | -9.9% | +0.6% | -10.5% | -11.5% |
| YTD | +2.3% | +56.6% | -54.3% | -11.5% |
| 1Y | -1.4% | +49.6% | -51.0% | -13.9% |
| 3Y | +28.1% | +61.5% | -33.4% | +7.5% |
| 5Y | +79.7% | +124.0% | -44.2% | +32.0% |
| 10Y | +1,183.3% | +573.2% | +610.1% | +535.2% |
| All | +1,962.7% | +5,315.1% | -3,352.5% | +369.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling