+19.4%
CDNS vs COR
+87.4%
-68.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -3.1% |
| 7D | -9.2% | -1.9% | -7.3% | -9.4% |
| 30D | -16.3% | +1.5% | -17.8% | -16.1% |
| 3M | -27.9% | +18.7% | -46.6% | -26.7% |
| 6M | -4.3% | -9.0% | +4.7% | -4.3% |
| YTD | -9.1% | -3.3% | -5.8% | -8.4% |
| 1Y | -21.2% | +9.8% | -31.1% | -19.9% |
| 3Y | +19.4% | +87.4% | -68.0% | +41.6% |
| All | +19.4% | +87.4% | -68.1% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling