+70.8%
CDNS vs CNC
+5.2%
+65.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | 0.0% |
| 7D | -6.5% | -3.9% | -2.7% | -6.2% |
| 30D | -13.0% | +0.8% | -13.8% | -13.1% |
| 3M | -26.0% | +0.1% | -26.1% | -26.1% |
| 6M | -2.8% | +79.7% | -82.5% | -7.6% |
| YTD | -8.8% | +58.9% | -67.8% | -12.6% |
| 1Y | -15.8% | +109.1% | -125.0% | -21.4% |
| 3Y | +19.7% | 0.0% | +19.7% | +17.7% |
| 5Y | +70.8% | +9.5% | +61.3% | +77.6% |
| All | +70.8% | +5.2% | +65.6% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling