+124.9%
CDNS vs CPNG
-75.9%
+200.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.7% |
| 7D | -14.0% | -7.4% | -6.6% | -12.6% |
| 30D | -13.2% | -4.4% | -8.7% | -12.4% |
| 3M | -28.9% | -7.5% | -21.4% | -28.1% |
| 6M | -4.2% | -19.9% | +15.8% | -0.7% |
| YTD | -6.4% | -35.2% | +28.8% | +1.3% |
| 1Y | -16.2% | -46.8% | +30.6% | -5.6% |
| 3Y | +20.2% | -20.2% | +40.3% | +22.5% |
| 5Y | +76.6% | -48.4% | +125.1% | +74.4% |
| All | +124.9% | -75.9% | +200.9% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling