-16.2%
CDNS vs CNC
+129.2%
-145.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.9% |
| 7D | -14.0% | +3.5% | -17.5% | -14.2% |
| 30D | -13.2% | +0.1% | -13.2% | -13.2% |
| 3M | -28.9% | +6.9% | -35.8% | -29.2% |
| 6M | -4.2% | +49.0% | -53.2% | -6.3% |
| YTD | -6.4% | +62.9% | -69.3% | -8.9% |
| 1Y | -16.2% | +134.0% | -150.2% | -21.4% |
| All | -16.2% | +129.2% | -145.4% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling