+5.6%
CDNS vs COMP
+6.6%
-0.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.4% | +1.6% |
| 7D | +7.0% | +8.9% | -1.9% | +5.5% |
| 30D | -0.3% | +14.0% | -14.2% | -2.5% |
| 3M | +3.2% | -21.1% | +24.3% | +6.6% |
| 6M | -6.9% | +20.1% | -27.0% | -11.4% |
| YTD | +6.6% | -5.0% | +11.6% | +8.3% |
| 1Y | +5.6% | +5.7% | 0.0% | +8.3% |
| All | +5.6% | +6.6% | -0.9% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling