+1,907.9%
CDNS vs CF
+5,277.9%
-3,370.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.2% | -11.7% | -6.9% |
| 7D | -9.1% | +0.4% | -9.5% | -9.5% |
| 30D | -13.4% | +2.2% | -15.6% | -14.1% |
| 3M | -7.6% | +2.1% | -9.7% | -9.0% |
| 6M | -11.9% | -6.5% | -5.4% | -12.1% |
| YTD | -0.4% | +55.6% | -55.9% | -13.7% |
| 1Y | -4.9% | +42.3% | -47.2% | -16.0% |
| 3Y | +24.8% | +55.7% | -30.9% | +5.6% |
| 5Y | +75.0% | +122.4% | -47.5% | +28.7% |
| 10Y | +1,149.2% | +568.5% | +580.7% | +519.3% |
| All | +1,907.9% | +5,277.9% | -3,370.0% | +357.5% |
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