+5,988.1%
CDNS vs COF
+5,709.6%
+278.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.4% | -2.1% |
| 7D | -9.2% | +1.2% | -10.5% | -9.6% |
| 30D | -16.3% | -1.4% | -14.9% | -15.9% |
| 3M | -27.9% | +19.0% | -47.0% | -31.9% |
| 6M | -4.3% | +14.9% | -19.2% | -8.7% |
| YTD | -9.1% | -10.7% | +1.6% | -6.6% |
| 1Y | -21.2% | -1.3% | -19.9% | -21.7% |
| 3Y | +19.4% | +124.3% | -104.9% | -9.9% |
| 5Y | +71.6% | +51.1% | +20.5% | +42.6% |
| 10Y | +1,005.1% | +252.4% | +752.7% | +544.4% |
| All | +5,988.1% | +5,709.6% | +278.5% | +1,116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling