+3,857.0%
CDNS vs COPX
+198.0%
+3,659.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.1% | -7.0% | -4.5% |
| 7D | -9.2% | +5.8% | -15.0% | -11.2% |
| 30D | -16.3% | +7.2% | -23.5% | -18.5% |
| 3M | -27.9% | +16.5% | -44.4% | -32.4% |
| 6M | -4.3% | +18.4% | -22.8% | -11.6% |
| YTD | -9.1% | +31.9% | -41.0% | -20.4% |
| 1Y | -21.2% | +88.5% | -109.7% | -40.1% |
| 3Y | +19.4% | +173.1% | -153.7% | -23.4% |
| 5Y | +71.6% | +193.1% | -121.5% | +4.3% |
| 10Y | +1,005.1% | +591.7% | +413.4% | +343.3% |
| All | +3,857.0% | +198.0% | +3,659.0% | +2,002.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling