+70.8%
CDNS vs COPX
+167.3%
-96.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.0% | +7.1% | +2.6% |
| 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% | -30.1% |
| 6M | -2.8% | +7.0% | -9.9% | -6.6% |
| YTD | -8.8% | +23.8% | -32.7% | -18.1% |
| 1Y | -15.8% | +75.7% | -91.5% | -34.3% |
| 3Y | +19.7% | +156.4% | -136.7% | -22.1% |
| 5Y | +70.8% | +167.6% | -96.8% | +8.6% |
| All | +70.8% | +167.3% | -96.5% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling