+5,887.0%
CDNS vs CNP
+1,826.3%
+4,060.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -14.0% | +1.1% | -15.1% | -14.2% |
| 30D | -13.2% | -1.8% | -11.3% | -12.8% |
| 3M | -28.9% | -4.6% | -24.3% | -28.3% |
| 6M | -4.2% | -8.8% | +4.7% | -2.6% |
| YTD | -6.4% | +5.2% | -11.6% | -8.1% |
| 1Y | -16.2% | +8.3% | -24.5% | -18.4% |
| 3Y | +20.2% | +54.9% | -34.7% | +6.3% |
| 5Y | +76.6% | +73.5% | +3.1% | +51.7% |
| 10Y | +1,029.7% | +139.1% | +890.6% | +767.7% |
| All | +5,887.0% | +1,826.3% | +4,060.7% | +2,029.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling