+12,137.5%
CDNS vs CPRT
+22,975.6%
-10,838.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +4.7% |
| 7D | +2.1% | +1.6% | +0.5% | +1.6% |
| 30D | -4.6% | +18.8% | -23.4% | -9.5% |
| 3M | -0.8% | +9.4% | -10.2% | -4.2% |
| 6M | -7.2% | -4.4% | -2.8% | -7.4% |
| YTD | +7.7% | -17.1% | +24.8% | +11.9% |
| 1Y | +3.5% | -19.9% | +23.4% | +8.6% |
| 3Y | +31.2% | -30.5% | +61.7% | +43.4% |
| 5Y | +84.5% | -15.9% | +100.5% | +92.4% |
| 10Y | +1,242.9% | +386.7% | +856.2% | +818.8% |
| All | +12,137.5% | +22,975.6% | -10,838.1% | +3,961.3% |
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