+1,005.1%
CDNS vs CPRT
+411.2%
+593.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -0.9% |
| 7D | -9.2% | +0.4% | -9.6% | -9.6% |
| 30D | -16.3% | +9.9% | -26.2% | -21.4% |
| 3M | -27.9% | +5.6% | -33.6% | -31.5% |
| 6M | -4.3% | -13.6% | +9.3% | +2.7% |
| YTD | -9.1% | -16.7% | +7.6% | -0.4% |
| 1Y | -21.2% | -33.1% | +11.9% | -1.2% |
| 3Y | +19.4% | -27.1% | +46.4% | +39.8% |
| 5Y | +71.6% | -9.9% | +81.5% | +74.2% |
| 10Y | +1,005.1% | +415.3% | +589.7% | +430.0% |
| All | +1,005.1% | +411.2% | +593.9% | +430.0% |
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