+11,533.5%
CDNS vs CPRT
+22,620.0%
-11,086.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.4% | +3.2% |
| 7D | -2.4% | +6.0% | -8.5% | -4.1% |
| 30D | -10.2% | +20.0% | -30.2% | -15.1% |
| 3M | -5.5% | +10.1% | -15.6% | -9.0% |
| 6M | -9.9% | -4.3% | -5.5% | -10.1% |
| YTD | +2.3% | -18.4% | +20.7% | +6.8% |
| 1Y | -1.4% | -20.1% | +18.7% | +3.5% |
| 3Y | +28.1% | -30.4% | +58.5% | +39.9% |
| 5Y | +79.7% | -17.0% | +96.7% | +88.0% |
| 10Y | +1,183.3% | +403.2% | +780.0% | +772.1% |
| All | +11,533.5% | +22,620.0% | -11,086.5% | +3,777.2% |
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