+6,783.6%
CDNS vs COO
+5,493.5%
+1,290.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.7% | +4.9% |
| 7D | +2.1% | +4.3% | -2.2% | +1.7% |
| 30D | -4.6% | +17.6% | -22.2% | -6.4% |
| 3M | -0.8% | -13.9% | +13.1% | +0.6% |
| 6M | -7.2% | +6.6% | -13.8% | -8.4% |
| YTD | +7.7% | -22.0% | +29.7% | +10.1% |
| 1Y | +3.5% | -8.8% | +12.3% | +3.9% |
| 3Y | +31.2% | -21.5% | +52.7% | +33.1% |
| 5Y | +84.5% | -41.0% | +125.5% | +93.0% |
| 10Y | +1,242.9% | +40.9% | +1,202.0% | +1,198.5% |
| All | +6,783.6% | +5,493.5% | +1,290.1% | +5,031.3% |
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