+6,270.2%
CDNS vs IP
+327.4%
+5,942.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.0% | -1.5% | -4.0% |
| 7D | -9.1% | -5.0% | -4.2% | -7.4% |
| 30D | -13.4% | +6.5% | -19.9% | -15.6% |
| 3M | -7.6% | -18.0% | +10.4% | -1.2% |
| 6M | -11.9% | +10.3% | -22.2% | -16.7% |
| YTD | -0.4% | -9.9% | +9.5% | +0.1% |
| 1Y | -4.9% | -1.1% | -3.9% | -8.1% |
| 3Y | +24.8% | +13.0% | +11.8% | +9.5% |
| 5Y | +75.0% | -12.3% | +87.2% | +65.9% |
| 10Y | +1,149.2% | +26.8% | +1,122.4% | +848.2% |
| All | +6,270.2% | +327.4% | +5,942.8% | +1,738.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling