+1,206.6%
CDNS vs IP
+19.1%
+1,187.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.8% |
| 7D | +7.0% | -0.9% | +7.9% | +7.3% |
| 30D | -0.3% | +6.7% | -7.0% | -2.1% |
| 3M | +3.2% | -16.6% | +19.7% | +8.1% |
| 6M | -6.9% | +6.0% | -12.9% | -9.7% |
| YTD | +6.6% | -10.7% | +17.3% | +7.6% |
| 1Y | +5.6% | -6.7% | +12.3% | +5.0% |
| 3Y | +27.4% | +17.1% | +10.3% | +13.5% |
| 5Y | +83.7% | -14.6% | +98.3% | +79.2% |
| All | +1,206.6% | +19.1% | +1,187.5% | +950.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling