+137.8%
CDNS vs COMP
-49.2%
+187.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.5% | +4.5% |
| 7D | +2.1% | +14.5% | -12.4% | +0.3% |
| 30D | -4.6% | +14.9% | -19.5% | -6.5% |
| 3M | -0.8% | -14.2% | +13.4% | +0.7% |
| 6M | -7.2% | +23.7% | -31.0% | -10.7% |
| YTD | +7.7% | +2.1% | +5.6% | +5.2% |
| 1Y | +3.5% | +26.2% | -22.7% | -1.7% |
| 3Y | +31.2% | +470.9% | -439.7% | -3.2% |
| 5Y | +84.5% | -14.0% | +98.6% | +64.7% |
| All | +137.8% | -49.2% | +187.1% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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