+19.0%
CDNS vs CNC
+1.2%
+17.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | -1.1% | -0.9% | -0.2% | -1.1% |
| 30D | -10.4% | -1.0% | -9.5% | -10.4% |
| 3M | -24.6% | +4.5% | -29.1% | -24.7% |
| 6M | -1.6% | +85.2% | -86.8% | -3.4% |
| YTD | -7.4% | +61.4% | -68.8% | -8.7% |
| 1Y | -18.4% | +94.9% | -113.3% | -19.9% |
| 3Y | +19.0% | 0.0% | +19.0% | +17.2% |
| All | +19.0% | +1.2% | +17.8% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling