-21.2%
CDNS vs CP
+19.5%
-40.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.9% |
| 7D | -9.2% | +2.4% | -11.7% | -9.5% |
| 30D | -16.3% | -0.5% | -15.7% | -16.1% |
| 3M | -27.9% | +1.4% | -29.4% | -28.0% |
| 6M | -4.3% | +10.3% | -14.6% | -6.0% |
| YTD | -9.1% | +24.3% | -33.4% | -11.3% |
| 1Y | -21.2% | +20.4% | -41.7% | -22.5% |
| All | -21.2% | +19.5% | -40.7% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling