+17.1%
CDNS vs COPX
+149.6%
-132.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.0% | +7.1% | +2.4% |
| 7D | -6.5% | -2.9% | -3.6% | -5.8% |
| 30D | -13.0% | 0.0% | -13.0% | -13.2% |
| 3M | -26.0% | +14.8% | -40.8% | -29.8% |
| 6M | -2.8% | +7.0% | -9.9% | -6.1% |
| YTD | -8.8% | +23.8% | -32.7% | -17.4% |
| 1Y | -15.8% | +75.7% | -91.5% | -33.3% |
| All | +17.1% | +149.6% | -132.4% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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