+6,443.8%
CDNS vs CNP
+1,874.4%
+4,569.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.3% |
| 7D | -2.4% | -4.2% | +1.8% | -1.5% |
| 30D | -10.2% | +5.5% | -15.7% | -11.4% |
| 3M | -5.5% | +0.6% | -6.0% | -5.7% |
| 6M | -9.9% | -2.8% | -7.0% | -9.6% |
| YTD | +2.3% | +7.9% | -5.5% | -0.2% |
| 1Y | -1.4% | +6.7% | -8.1% | -3.7% |
| 3Y | +28.1% | +61.1% | -33.1% | +12.2% |
| 5Y | +79.7% | +73.0% | +6.8% | +54.5% |
| 10Y | +1,183.3% | +141.9% | +1,041.4% | +882.3% |
| All | +6,443.8% | +1,874.4% | +4,569.4% | +2,212.1% |
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