-1.1%
CDNS vs CPNG
-45.7%
+44.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.0% | -10.2% | -0.6% |
| 7D | -3.8% | +20.8% | -24.6% | -7.4% |
| 30D | -6.8% | +20.1% | -26.8% | -10.3% |
| 3M | -3.3% | +1.6% | -4.9% | -3.7% |
| 6M | -5.7% | -15.8% | +10.1% | -2.4% |
| YTD | +5.4% | -27.7% | +33.1% | +12.6% |
| 1Y | -1.1% | -46.9% | +45.8% | +16.3% |
| All | -1.1% | -45.7% | +44.6% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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