+5,887.0%
CDNS vs CPB
+325.7%
+5,561.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.3% |
| 7D | -14.0% | -8.6% | -5.4% | -12.4% |
| 30D | -13.2% | -7.2% | -5.9% | -11.9% |
| 3M | -28.9% | +0.9% | -29.8% | -29.4% |
| 6M | -4.2% | -11.8% | +7.6% | -2.3% |
| YTD | -6.4% | -19.4% | +13.1% | -2.8% |
| 1Y | -16.2% | -30.4% | +14.2% | -10.4% |
| 3Y | +20.2% | -40.2% | +60.3% | +29.8% |
| 5Y | +76.6% | -39.5% | +116.1% | +87.3% |
| 10Y | +1,029.7% | -47.4% | +1,077.1% | +1,097.0% |
| All | +5,887.0% | +325.7% | +5,561.3% | +2,751.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling