+1,338.5%
CDNS vs CNI
+6,544.5%
-5,205.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -3.0% | -3.0% |
| 7D | -9.2% | +2.5% | -11.7% | -10.5% |
| 30D | -16.3% | -2.5% | -13.7% | -15.1% |
| 3M | -27.9% | +2.7% | -30.7% | -29.2% |
| 6M | -4.3% | +16.9% | -21.3% | -13.1% |
| YTD | -9.1% | +26.3% | -35.4% | -21.3% |
| 1Y | -21.2% | +31.1% | -52.3% | -33.3% |
| 3Y | +19.4% | +21.1% | -1.7% | +4.3% |
| 5Y | +71.6% | +11.0% | +60.6% | +56.7% |
| 10Y | +1,005.1% | +128.1% | +876.9% | +568.8% |
| All | +1,338.5% | +6,544.5% | -5,205.9% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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