+1,206.6%
CDNS vs COR
+469.4%
+737.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | +7.0% | +2.9% | +4.2% | +6.3% |
| 30D | -0.3% | +5.8% | -6.1% | -1.6% |
| 3M | +3.2% | +11.4% | -8.3% | +0.4% |
| 6M | -6.9% | +34.5% | -41.4% | -13.7% |
| YTD | +6.6% | +4.1% | +2.6% | +4.4% |
| 1Y | +5.6% | -3.1% | +8.8% | +5.2% |
| 3Y | +27.4% | +80.9% | -53.4% | +3.8% |
| 5Y | +83.7% | +195.1% | -111.4% | +25.9% |
| All | +1,206.6% | +469.4% | +737.3% | +622.3% |
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