+77.4%
CDNS vs COMP
-31.2%
+108.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.1% |
| 7D | -14.0% | +1.4% | -15.4% | -14.2% |
| 30D | -13.2% | -13.3% | +0.2% | -11.7% |
| 3M | -28.9% | +41.1% | -70.0% | -32.4% |
| 6M | -4.2% | +17.2% | -21.3% | -7.5% |
| YTD | -6.4% | +5.2% | -11.6% | -8.6% |
| 1Y | -16.2% | +18.9% | -35.1% | -19.9% |
| 3Y | +20.2% | +215.9% | -195.7% | -4.2% |
| All | +77.4% | -31.2% | +108.6% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling