+1,005.1%
CDNS vs CP
+219.6%
+785.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -9.2% | +2.4% | -11.7% | -10.4% |
| 30D | -16.3% | -0.5% | -15.7% | -16.0% |
| 3M | -27.9% | +1.4% | -29.4% | -28.8% |
| 6M | -4.3% | +10.3% | -14.6% | -10.0% |
| YTD | -9.1% | +24.3% | -33.4% | -20.3% |
| 1Y | -21.2% | +20.4% | -41.7% | -29.9% |
| 3Y | +19.4% | +21.8% | -2.4% | +3.7% |
| 5Y | +71.6% | +31.5% | +40.1% | +40.2% |
| 10Y | +1,005.1% | +223.2% | +781.8% | +483.3% |
| All | +1,005.1% | +219.6% | +785.4% | +483.3% |
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