+77.4%
CDNS vs IP
-17.2%
+94.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.5% |
| 7D | -14.0% | -5.3% | -8.7% | -12.9% |
| 30D | -13.2% | -10.9% | -2.3% | -11.0% |
| 3M | -28.9% | +11.2% | -40.1% | -31.2% |
| 6M | -4.2% | -10.2% | +6.1% | -2.7% |
| YTD | -6.4% | -2.0% | -4.4% | -7.2% |
| 1Y | -16.2% | -19.1% | +2.9% | -13.1% |
| 3Y | +20.2% | +20.9% | -0.7% | +8.9% |
| All | +77.4% | -17.2% | +94.6% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling