+1,235.1%
CDNS vs CNP
+143.3%
+1,091.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.8% |
| 7D | +2.4% | -3.0% | +5.5% | +3.4% |
| 30D | -6.0% | +6.8% | -12.8% | -7.9% |
| 3M | -0.1% | +3.6% | -3.7% | -1.3% |
| 6M | -8.6% | 0.0% | -8.5% | -9.1% |
| YTD | +6.1% | +9.4% | -3.3% | +2.0% |
| 1Y | +0.8% | +6.8% | -6.0% | -2.4% |
| 3Y | +26.8% | +64.2% | -37.4% | +4.5% |
| 5Y | +86.9% | +76.0% | +10.8% | +49.5% |
| 10Y | +1,235.1% | +143.3% | +1,091.8% | +773.4% |
| All | +1,235.1% | +143.3% | +1,091.8% | +773.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling