+1,044.2%
CDNS vs COR
+406.5%
+637.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -1.1% | -2.8% | +1.7% | -0.5% |
| 30D | -10.4% | +2.6% | -13.0% | -11.0% |
| 3M | -24.6% | +14.5% | -39.1% | -27.0% |
| 6M | -1.6% | -7.8% | +6.2% | -0.6% |
| YTD | -7.4% | -4.2% | -3.2% | -7.5% |
| 1Y | -18.4% | +7.0% | -25.4% | -21.1% |
| 3Y | +19.0% | +85.5% | -66.6% | -2.8% |
| 5Y | +73.4% | +181.2% | -107.8% | +23.8% |
| All | +1,044.2% | +406.5% | +637.7% | +641.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling