+4,893.9%
CDNS vs COR
+17,545.2%
-12,651.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.6% |
| 7D | -14.0% | +2.8% | -16.8% | -14.6% |
| 30D | -13.2% | +4.5% | -17.7% | -14.1% |
| 3M | -28.9% | +22.7% | -51.6% | -32.3% |
| 6M | -4.2% | -9.7% | +5.6% | -2.9% |
| YTD | -6.4% | -1.4% | -4.9% | -7.2% |
| 1Y | -16.2% | +13.9% | -30.1% | -20.0% |
| 3Y | +20.2% | +94.0% | -73.8% | +0.1% |
| 5Y | +76.6% | +184.0% | -107.4% | +33.6% |
| 10Y | +1,029.7% | +406.8% | +622.9% | +620.5% |
| All | +4,893.9% | +17,545.2% | -12,651.3% | +1,529.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling