+0.8%
CDNS vs IP
-3.2%
+4.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.3% |
| 7D | +2.4% | 0.0% | +2.4% | +2.5% |
| 30D | -6.0% | +9.4% | -15.4% | -7.0% |
| 3M | -0.1% | -14.1% | +14.0% | +1.9% |
| 6M | -8.6% | +9.2% | -17.7% | -10.7% |
| YTD | +6.1% | -7.5% | +13.6% | +9.1% |
| 1Y | +0.8% | -2.8% | +3.6% | +3.1% |
| All | +0.8% | -3.2% | +4.0% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling