+1,190.7%
CDNS vs CPRT
+373.4%
+817.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -0.1% | -1.4% | +1.3% | +0.7% |
| 30D | -5.5% | +21.5% | -27.0% | -16.2% |
| 3M | +0.5% | +9.4% | -8.9% | -6.8% |
| 6M | -9.6% | -3.3% | -6.3% | -10.8% |
| YTD | +5.3% | -17.8% | +23.2% | +14.8% |
| 1Y | +3.4% | -22.2% | +25.6% | +16.4% |
| 3Y | +25.9% | -34.0% | +59.9% | +55.1% |
| 5Y | +85.8% | -15.4% | +101.2% | +92.8% |
| All | +1,190.7% | +373.4% | +817.3% | +548.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling