+2.2%
CDNS vs IP
-5.8%
+8.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.3% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | -2.0% | +7.9% | -9.9% | -2.8% |
| 3M | -0.2% | -15.3% | +15.1% | +2.0% |
| 6M | -8.9% | +10.5% | -19.4% | -11.3% |
| YTD | +3.3% | -9.4% | +12.7% | +6.6% |
| 1Y | +2.2% | -4.6% | +6.9% | +4.3% |
| All | +2.2% | -5.8% | +8.1% | +4.3% |
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