+85.8%
CDNS vs COR
+197.2%
-111.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.7% |
| 7D | -0.1% | -1.2% | +1.1% | 0.0% |
| 30D | -5.5% | +7.6% | -13.1% | -5.8% |
| 3M | +0.5% | +5.0% | -4.5% | +0.3% |
| 6M | -9.6% | +35.3% | -44.9% | -11.2% |
| YTD | +5.3% | +4.2% | +1.1% | +5.5% |
| 1Y | +3.4% | -3.4% | +6.8% | +4.3% |
| 3Y | +25.9% | +81.1% | -55.2% | +12.3% |
| 5Y | +85.8% | +195.8% | -110.0% | +34.1% |
| All | +85.8% | +197.2% | -111.4% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling