+78.5%
CDNS vs CPB
-30.5%
+109.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.6% |
| 7D | -2.4% | +8.0% | -10.4% | -1.8% |
| 30D | -10.2% | +22.4% | -32.5% | -8.7% |
| 3M | -5.5% | +3.8% | -9.3% | -4.7% |
| 6M | -9.9% | +13.7% | -23.5% | -8.6% |
| YTD | +2.3% | -11.7% | +14.0% | +2.9% |
| 1Y | -1.4% | -18.1% | +16.7% | -1.4% |
| 3Y | +28.1% | -34.7% | +62.8% | +23.9% |
| All | +78.5% | -30.5% | +109.0% | +69.5% |
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