-19.7%
CDNS vs CPNG
-54.2%
+34.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -6.5% | -5.4% | -1.1% | -5.4% |
| 30D | -13.0% | -11.1% | -1.9% | -10.8% |
| 3M | -26.0% | -3.0% | -23.0% | -26.2% |
| 6M | -2.8% | -23.5% | +20.7% | +2.1% |
| YTD | -8.8% | -37.8% | +29.0% | +1.5% |
| All | -19.7% | -54.2% | +34.5% | +1.1% |
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