+77.4%
CDNS vs COO
-38.8%
+116.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.4% |
| 7D | -14.0% | -2.2% | -11.8% | -13.2% |
| 30D | -13.2% | -7.0% | -6.1% | -10.9% |
| 3M | -28.9% | +12.2% | -41.1% | -33.1% |
| 6M | -4.2% | -15.1% | +10.9% | +2.0% |
| YTD | -6.4% | -15.1% | +8.7% | -0.2% |
| 1Y | -16.2% | +2.3% | -18.5% | -18.5% |
| 3Y | +20.2% | -23.7% | +43.8% | +27.9% |
| All | +77.4% | -38.8% | +116.2% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling