+6,683.5%
CDNS vs COO
+5,462.0%
+1,221.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +2.4% | +4.5% | -2.1% | +1.9% |
| 30D | -6.0% | +16.9% | -22.9% | -7.7% |
| 3M | -0.1% | -16.7% | +16.6% | +1.7% |
| 6M | -8.6% | +5.9% | -14.5% | -9.7% |
| YTD | +6.1% | -22.4% | +28.5% | +8.6% |
| 1Y | +0.8% | -10.1% | +10.9% | +1.4% |
| 3Y | +26.8% | -22.8% | +49.6% | +28.9% |
| 5Y | +86.9% | -41.4% | +128.3% | +95.6% |
| 10Y | +1,235.1% | +41.3% | +1,193.9% | +1,190.9% |
| All | +6,683.5% | +5,462.0% | +1,221.6% | +4,960.0% |
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