+5,887.0%
CDNS vs IP
+364.8%
+5,522.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.8% |
| 7D | -14.0% | -5.3% | -8.7% | -12.3% |
| 30D | -13.2% | -10.9% | -2.3% | -9.6% |
| 3M | -28.9% | +11.2% | -40.1% | -32.6% |
| 6M | -4.2% | -10.2% | +6.1% | -2.7% |
| YTD | -6.4% | -2.0% | -4.4% | -8.4% |
| 1Y | -16.2% | -19.1% | +2.9% | -12.7% |
| 3Y | +20.2% | +20.9% | -0.7% | +3.2% |
| 5Y | +76.6% | -17.8% | +94.4% | +72.6% |
| 10Y | +1,029.7% | +23.5% | +1,006.2% | +771.8% |
| All | +5,887.0% | +364.8% | +5,522.2% | +1,583.8% |
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 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