+17.0%
CDNS vs CPNG
-21.2%
+38.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -7.2% | -7.6% | +0.4% | -5.3% |
| 30D | -14.3% | -8.8% | -5.4% | -12.2% |
| 3M | -27.2% | -7.2% | -20.0% | -26.4% |
| 6M | -4.5% | -21.5% | +17.0% | +0.2% |
| YTD | -9.0% | -37.4% | +28.5% | +1.7% |
| 1Y | -21.3% | -54.3% | +33.0% | -3.8% |
| All | +17.0% | -21.2% | +38.2% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling