+31.2%
CDNS vs COMP
+431.5%
-400.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.5% | +4.6% |
| 7D | +2.1% | +14.5% | -12.4% | +0.6% |
| 30D | -4.6% | +14.9% | -19.5% | -6.2% |
| 3M | -0.8% | -14.2% | +13.4% | +0.4% |
| 6M | -7.2% | +23.7% | -31.0% | -10.2% |
| YTD | +7.7% | +2.1% | +5.6% | +5.5% |
| 1Y | +3.5% | +26.2% | -22.7% | -0.5% |
| 3Y | +31.2% | +470.9% | -439.7% | +13.5% |
| All | +31.2% | +431.5% | -400.3% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling