+19.2%
CDNS vs CVE
+72.1%
-52.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.8% |
| 7D | -14.0% | +2.5% | -16.5% | -14.4% |
| 30D | -13.2% | +16.7% | -29.9% | -15.6% |
| 3M | -28.9% | +9.3% | -38.2% | -30.2% |
| 6M | -4.2% | +43.6% | -47.8% | -12.0% |
| YTD | -6.4% | +93.6% | -99.9% | -20.1% |
| 1Y | -16.2% | +98.8% | -115.0% | -29.3% |
| All | +19.2% | +72.1% | -52.8% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 3y: compounded portfolio wealth divided by compounded CVE 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…
3y analysis · Full analysis span regression · 6 months rolling