+5,517.7%
CDNS vs COR
+18,554.5%
-13,036.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -0.1% | -1.2% | +1.1% | +0.2% |
| 30D | -5.5% | +7.6% | -13.1% | -7.1% |
| 3M | +0.5% | +5.0% | -4.5% | -0.8% |
| 6M | -9.6% | +35.3% | -44.9% | -15.9% |
| YTD | +5.3% | +4.2% | +1.1% | +3.0% |
| 1Y | +3.4% | -3.4% | +6.8% | +2.7% |
| 3Y | +25.9% | +81.1% | -55.2% | +6.7% |
| 5Y | +85.8% | +195.8% | -110.0% | +39.2% |
| 10Y | +1,199.9% | +493.6% | +706.3% | +704.6% |
| All | +5,517.7% | +18,554.5% | -13,036.8% | +1,709.1% |
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 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