-21.3%
CDNS vs CPB
-30.8%
+9.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -7.2% | -8.0% | +0.8% | -7.3% |
| 30D | -14.3% | -2.4% | -11.8% | -14.3% |
| 3M | -27.2% | +0.5% | -27.7% | -27.0% |
| 6M | -4.5% | -10.5% | +5.9% | -3.5% |
| YTD | -9.0% | -17.5% | +8.6% | -6.4% |
| 1Y | -21.3% | -31.0% | +9.7% | -16.7% |
| All | -21.3% | -30.8% | +9.5% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling