-1.4%
CDNS vs COMP
+16.2%
-17.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.7% | -8.0% | +1.1% |
| 7D | -2.4% | +13.4% | -15.9% | -4.2% |
| 30D | -10.2% | +11.1% | -21.3% | -11.8% |
| 3M | -5.5% | -18.8% | +13.4% | -2.9% |
| 6M | -9.9% | +10.5% | -20.4% | -12.8% |
| YTD | +2.3% | -3.4% | +5.8% | +3.6% |
| 1Y | -1.4% | +19.7% | -21.1% | +3.3% |
| All | -1.4% | +16.2% | -17.6% | +3.3% |
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