-16.2%
CDNS vs CPRT
-31.2%
+15.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -14.0% | +2.2% | -16.2% | -14.4% |
| 30D | -13.2% | +16.6% | -29.8% | -15.9% |
| 3M | -28.9% | +9.6% | -38.5% | -30.3% |
| 6M | -4.2% | -11.1% | +7.0% | +0.5% |
| YTD | -6.4% | -13.9% | +7.5% | -0.4% |
| 1Y | -16.2% | -32.5% | +16.3% | -14.7% |
| All | -16.2% | -31.2% | +15.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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