+77.4%
CDNS vs CPB
-39.5%
+116.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -4.2% |
| 7D | -14.0% | -8.6% | -5.4% | -14.4% |
| 30D | -13.2% | -7.2% | -5.9% | -13.5% |
| 3M | -28.9% | +0.9% | -29.8% | -28.8% |
| 6M | -4.2% | -11.8% | +7.6% | -4.5% |
| YTD | -6.4% | -19.4% | +13.1% | -6.8% |
| 1Y | -16.2% | -30.4% | +14.2% | -17.3% |
| 3Y | +20.2% | -40.2% | +60.3% | +15.2% |
| All | +77.4% | -39.5% | +116.9% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling