+77.4%
CDNS vs CNP
+73.1%
+4.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.9% |
| 7D | -14.0% | +1.1% | -15.1% | -14.2% |
| 30D | -13.2% | -1.8% | -11.3% | -12.9% |
| 3M | -28.9% | -4.6% | -24.3% | -28.5% |
| 6M | -4.2% | -8.8% | +4.7% | -2.8% |
| YTD | -6.4% | +5.2% | -11.6% | -8.5% |
| 1Y | -16.2% | +8.3% | -24.5% | -19.0% |
| 3Y | +20.2% | +54.9% | -34.7% | +2.6% |
| All | +77.4% | +73.1% | +4.3% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling