+1,242.9%
CDNS vs CP
+261.0%
+981.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.2% | +4.2% |
| 7D | +2.1% | +2.8% | -0.6% | +0.7% |
| 30D | -4.6% | +11.3% | -16.0% | -9.9% |
| 3M | -0.8% | +2.9% | -3.7% | -2.5% |
| 6M | -7.2% | +9.8% | -17.0% | -12.4% |
| YTD | +7.7% | +28.5% | -20.9% | -7.6% |
| 1Y | +3.5% | +33.5% | -30.0% | -13.0% |
| 3Y | +31.2% | +31.9% | -0.7% | +8.9% |
| 5Y | +84.5% | +25.5% | +59.0% | +54.8% |
| 10Y | +1,242.9% | +257.6% | +985.3% | +608.9% |
| All | +1,242.9% | +261.0% | +981.9% | +608.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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