-16.2%
CDNS vs COF
+0.3%
-16.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -14.0% | +1.8% | -15.8% | -14.5% |
| 30D | -13.2% | -0.6% | -12.6% | -13.0% |
| 3M | -28.9% | +20.3% | -49.2% | -33.5% |
| 6M | -4.2% | +13.0% | -17.2% | -8.8% |
| YTD | -6.4% | -8.3% | +2.0% | -6.6% |
| 1Y | -16.2% | -1.5% | -14.7% | -18.9% |
| All | -16.2% | +0.3% | -16.5% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling