+1,036.6%
CDNS vs CPB
-44.2%
+1,080.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -7.2% | -8.0% | +0.8% | -6.7% |
| 30D | -14.3% | -2.4% | -11.8% | -14.2% |
| 3M | -27.2% | +0.5% | -27.7% | -27.3% |
| 6M | -4.5% | -10.5% | +5.9% | -3.9% |
| YTD | -9.0% | -17.5% | +8.6% | -7.7% |
| 1Y | -21.3% | -31.0% | +9.7% | -19.2% |
| 3Y | +19.6% | -40.6% | +60.2% | +22.5% |
| 5Y | +71.5% | -37.7% | +109.3% | +72.4% |
| 10Y | +1,036.6% | -43.4% | +1,080.0% | +1,064.8% |
| All | +1,036.6% | -44.2% | +1,080.8% | +1,064.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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