+393.6%
COHR vs CDNS
+72.4%
+321.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.0% |
| 7D | +8.3% | -1.1% | +9.5% | +9.1% |
| 30D | -14.1% | -10.4% | -3.7% | -7.2% |
| 3M | -16.0% | -24.6% | +8.6% | +3.5% |
| 6M | +21.5% | -1.6% | +23.1% | +20.1% |
| YTD | +65.4% | -7.4% | +72.9% | +69.1% |
| 1Y | +195.0% | -18.4% | +213.4% | +236.3% |
| 3Y | +830.2% | +19.0% | +811.2% | +687.4% |
| All | +393.6% | +72.4% | +321.1% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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