+126.1%
CDNS vs COMP
-52.0%
+178.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.7% | -8.0% | +1.4% |
| 7D | -2.4% | +13.4% | -15.9% | -4.0% |
| 30D | -10.2% | +11.1% | -21.3% | -11.6% |
| 3M | -5.5% | -18.8% | +13.4% | -3.4% |
| 6M | -9.9% | +10.5% | -20.4% | -12.0% |
| YTD | +2.3% | -3.4% | +5.8% | +0.7% |
| 1Y | -1.4% | +19.7% | -21.1% | -5.7% |
| 3Y | +28.1% | +381.6% | -353.5% | -3.4% |
| 5Y | +79.7% | -17.6% | +97.3% | +61.3% |
| All | +126.1% | -52.0% | +178.1% | +105.4% |
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