+10,543.6%
CDNS vs CPRT
+23,878.7%
-13,335.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -14.0% | +2.2% | -16.2% | -14.6% |
| 30D | -13.2% | +16.6% | -29.8% | -17.1% |
| 3M | -28.9% | +9.6% | -38.5% | -31.2% |
| 6M | -4.2% | -11.1% | +7.0% | -1.7% |
| YTD | -6.4% | -13.9% | +7.5% | -3.1% |
| 1Y | -16.2% | -32.5% | +16.3% | -7.1% |
| 3Y | +20.2% | -25.0% | +45.2% | +29.5% |
| 5Y | +76.6% | -7.4% | +84.0% | +80.7% |
| 10Y | +1,029.7% | +422.0% | +607.7% | +664.0% |
| All | +10,543.6% | +23,878.7% | -13,335.0% | +3,417.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling