+75.8%
CDNS vs COF
+44.8%
+30.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -1.1% | -5.1% | +4.0% | +0.8% |
| 30D | -10.4% | -6.0% | -4.4% | -8.4% |
| 3M | -24.6% | +14.8% | -39.4% | -28.5% |
| 6M | -1.6% | +15.3% | -17.0% | -7.1% |
| YTD | -7.4% | -13.0% | +5.6% | -3.6% |
| 1Y | -18.4% | -5.7% | -12.7% | -17.8% |
| 3Y | +19.0% | +118.1% | -99.2% | -13.7% |
| All | +75.8% | +44.8% | +30.9% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling