+337.5%
COP vs CDNS
+1,042.5%
-705.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +1.0% | -6.5% | +7.5% | +2.5% |
| 30D | +9.6% | -13.0% | +22.6% | +12.7% |
| 3M | +15.0% | -26.0% | +41.1% | +22.4% |
| 6M | +21.8% | -2.8% | +24.6% | +19.9% |
| YTD | +49.6% | -8.8% | +58.5% | +48.8% |
| 1Y | +49.9% | -15.8% | +65.7% | +51.7% |
| 3Y | +22.6% | +19.7% | +2.9% | +7.2% |
| 5Y | +193.6% | +70.8% | +122.8% | +119.1% |
| All | +337.5% | +1,042.5% | -705.0% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling