+6,640.2%
CDNS vs IP
+345.0%
+6,295.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.2% |
| 7D | -3.8% | +3.4% | -7.2% | -5.0% |
| 30D | -6.8% | +11.2% | -18.0% | -10.6% |
| 3M | -3.3% | -14.8% | +11.5% | +1.9% |
| 6M | -5.7% | +17.3% | -23.0% | -12.9% |
| YTD | +5.4% | -6.2% | +11.6% | +4.3% |
| 1Y | -1.1% | +2.3% | -3.5% | -5.6% |
| 3Y | +32.1% | +17.7% | +14.4% | +14.1% |
| 5Y | +83.5% | -8.4% | +91.9% | +71.2% |
| 10Y | +1,221.8% | +32.1% | +1,189.7% | +888.2% |
| All | +6,640.2% | +345.0% | +6,295.2% | +1,816.4% |
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