-9.9%
CDNS vs CPB
+12.9%
-22.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.5% |
| 7D | -2.4% | +8.0% | -10.4% | -1.0% |
| 30D | -10.2% | +22.4% | -32.5% | -6.5% |
| 3M | -5.5% | +3.8% | -9.3% | -2.8% |
| 6M | -9.9% | +13.7% | -23.5% | -5.2% |
| All | -9.9% | +12.9% | -22.8% | -5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling