+19.4%
CDNS vs COO
-23.3%
+42.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.4% |
| 7D | -9.2% | -2.3% | -6.9% | -8.8% |
| 30D | -16.3% | -8.8% | -7.4% | -14.8% |
| 3M | -27.9% | +1.3% | -29.3% | -28.5% |
| 6M | -4.3% | -11.6% | +7.3% | -1.3% |
| YTD | -9.1% | -17.4% | +8.3% | -4.4% |
| 1Y | -21.2% | -1.6% | -19.6% | -21.1% |
| 3Y | +19.4% | -22.6% | +42.0% | +26.2% |
| All | +19.4% | -23.3% | +42.7% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling