+100.8%
CDNS vs COMP
-49.4%
+150.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.5% |
| 7D | -9.2% | +4.1% | -13.3% | -9.7% |
| 30D | -16.3% | -14.5% | -1.7% | -14.7% |
| 3M | -27.9% | +41.8% | -69.8% | -31.5% |
| 6M | -4.3% | +23.6% | -27.9% | -8.2% |
| YTD | -9.1% | +1.7% | -10.8% | -10.9% |
| 1Y | -21.2% | +12.6% | -33.8% | -24.1% |
| 3Y | +19.4% | +221.9% | -202.5% | -4.7% |
| 5Y | +71.6% | -28.1% | +99.7% | +55.1% |
| All | +100.8% | -49.4% | +150.2% | +81.9% |
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