+78.5%
CDNS vs CPRT
-17.4%
+95.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.4% | +3.7% |
| 7D | -2.4% | +6.0% | -8.5% | -5.9% |
| 30D | -10.2% | +20.0% | -30.2% | -20.2% |
| 3M | -5.5% | +10.1% | -15.6% | -13.1% |
| 6M | -9.9% | -4.3% | -5.5% | -10.1% |
| YTD | +2.3% | -18.4% | +20.7% | +14.4% |
| 1Y | -1.4% | -20.1% | +18.7% | +11.7% |
| 3Y | +28.1% | -30.4% | +58.5% | +54.4% |
| All | +78.5% | -17.4% | +95.9% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling