+1,026.7%
CDNS vs COF
+246.6%
+780.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | -6.5% | -6.1% | -0.5% | -4.7% |
| 30D | -13.0% | -5.2% | -7.8% | -11.6% |
| 3M | -26.0% | +17.0% | -43.0% | -29.8% |
| 6M | -2.8% | +12.9% | -15.8% | -6.9% |
| YTD | -8.8% | -13.5% | +4.7% | -5.4% |
| 1Y | -15.8% | -5.9% | -10.0% | -15.1% |
| 3Y | +19.7% | +117.1% | -97.4% | -8.4% |
| 5Y | +70.8% | +45.4% | +25.4% | +42.9% |
| All | +1,026.7% | +246.6% | +780.1% | +606.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling