+71.6%
CDNS vs CPRT
-9.0%
+80.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -0.8% |
| 7D | -9.2% | +0.4% | -9.6% | -9.6% |
| 30D | -16.3% | +9.9% | -26.2% | -21.9% |
| 3M | -27.9% | +5.6% | -33.6% | -31.8% |
| 6M | -4.3% | -13.6% | +9.3% | +4.2% |
| YTD | -9.1% | -16.7% | +7.6% | +1.4% |
| 1Y | -21.2% | -33.1% | +11.9% | +3.4% |
| 3Y | +19.4% | -27.1% | +46.4% | +40.5% |
| 5Y | +71.6% | -9.9% | +81.5% | +66.0% |
| All | +71.6% | -9.0% | +80.6% | +66.0% |
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 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