+5,887.0%
CDNS vs CP
+7,669.4%
-1,782.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -14.0% | -2.7% | -11.3% | -12.9% |
| 30D | -13.2% | +0.2% | -13.3% | -13.2% |
| 3M | -28.9% | +2.6% | -31.5% | -30.0% |
| 6M | -4.2% | +6.0% | -10.1% | -7.4% |
| YTD | -6.4% | +24.9% | -31.3% | -16.3% |
| 1Y | -16.2% | +20.1% | -36.3% | -23.9% |
| 3Y | +20.2% | +16.4% | +3.8% | +9.4% |
| 5Y | +76.6% | +31.7% | +44.9% | +50.6% |
| 10Y | +1,029.7% | +223.9% | +805.8% | +535.9% |
| All | +5,887.0% | +7,669.4% | -1,782.4% | +754.0% |
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