-21.2%
CDNS vs CPRT
-33.0%
+11.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.3% |
| 7D | -9.2% | +0.4% | -9.6% | -9.3% |
| 30D | -16.3% | +9.9% | -26.2% | -17.9% |
| 3M | -27.9% | +5.6% | -33.6% | -28.8% |
| 6M | -4.3% | -13.6% | +9.3% | +0.9% |
| YTD | -9.1% | -16.7% | +7.6% | -2.6% |
| 1Y | -21.2% | -33.1% | +11.9% | -19.7% |
| All | -21.2% | -33.0% | +11.8% | -19.7% |
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