+6,443.8%
CDNS vs CP
+7,734.8%
-1,291.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.5% |
| 7D | -2.4% | +2.8% | -5.2% | -3.6% |
| 30D | -10.2% | +10.2% | -20.4% | -14.1% |
| 3M | -5.5% | +2.4% | -7.8% | -6.8% |
| 6M | -9.9% | +7.7% | -17.5% | -13.5% |
| YTD | +2.3% | +26.0% | -23.6% | -9.2% |
| 1Y | -1.4% | +34.6% | -36.0% | -15.1% |
| 3Y | +28.1% | +26.7% | +1.4% | +12.0% |
| 5Y | +79.7% | +24.9% | +54.8% | +56.6% |
| 10Y | +1,183.3% | +258.6% | +924.7% | +590.0% |
| All | +6,443.8% | +7,734.8% | -1,291.0% | +826.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling