-19.7%
CDNS vs COF
-5.1%
-14.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | -6.5% | -6.1% | -0.5% | -4.5% |
| 30D | -13.0% | -5.2% | -7.8% | -11.4% |
| 3M | -26.0% | +17.0% | -43.0% | -30.2% |
| 6M | -2.8% | +12.9% | -15.8% | -7.5% |
| YTD | -8.8% | -13.5% | +4.7% | -7.1% |
| All | -19.7% | -5.1% | -14.6% | -20.6% |
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