+5,887.0%
CDNS vs COO
+5,988.7%
-101.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.8% |
| 7D | -14.0% | -2.2% | -11.8% | -13.8% |
| 30D | -13.2% | -7.0% | -6.1% | -12.5% |
| 3M | -28.9% | +12.2% | -41.1% | -30.0% |
| 6M | -4.2% | -15.1% | +10.9% | -2.7% |
| YTD | -6.4% | -15.1% | +8.7% | -4.9% |
| 1Y | -16.2% | +2.3% | -18.5% | -16.8% |
| 3Y | +20.2% | -23.7% | +43.8% | +22.5% |
| 5Y | +76.6% | -38.9% | +115.6% | +84.5% |
| 10Y | +1,029.7% | +49.9% | +979.7% | +987.0% |
| All | +5,887.0% | +5,988.7% | -101.7% | +4,332.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling