+1,146.1%
CDNS vs CNC
+5,330.7%
-4,184.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.7% | -2.2% |
| 7D | -9.2% | -1.0% | -8.2% | -9.1% |
| 30D | -16.3% | -1.8% | -14.4% | -16.0% |
| 3M | -27.9% | -0.7% | -27.2% | -28.1% |
| 6M | -4.3% | +47.9% | -52.3% | -12.8% |
| YTD | -9.1% | +56.9% | -66.0% | -18.5% |
| 1Y | -21.2% | +123.9% | -145.1% | -35.0% |
| 3Y | +19.4% | -1.3% | +20.6% | +11.2% |
| 5Y | +71.6% | +2.8% | +68.9% | +55.9% |
| 10Y | +1,005.1% | +90.9% | +914.2% | +738.7% |
| All | +1,146.1% | +5,330.7% | -4,184.6% | +404.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling