+1,166.2%
CDNS vs COO
+41.1%
+1,125.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.4% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | -2.0% | +14.2% | -16.1% | -8.0% |
| 3M | -0.2% | -18.2% | +18.0% | +8.0% |
| 6M | -8.9% | +5.3% | -14.2% | -14.1% |
| YTD | +3.3% | -23.6% | +26.9% | +14.5% |
| 1Y | +2.2% | -12.7% | +14.9% | +5.4% |
| 3Y | +22.4% | -24.2% | +46.6% | +28.0% |
| 5Y | +78.0% | -40.0% | +118.0% | +110.6% |
| All | +1,166.2% | +41.1% | +1,125.1% | +838.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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