+20.8%
COP vs CDNS
+17.7%
+3.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.7% |
| 7D | -0.8% | -9.2% | +8.4% | -0.3% |
| 30D | +15.6% | -16.3% | +31.8% | +16.7% |
| 3M | +14.3% | -27.9% | +42.3% | +16.7% |
| 6M | +17.0% | -4.3% | +21.3% | +15.9% |
| YTD | +47.4% | -9.1% | +56.5% | +46.5% |
| 1Y | +52.4% | -21.2% | +73.6% | +54.1% |
| 3Y | +20.8% | +19.4% | +1.4% | +15.3% |
| All | +20.8% | +17.7% | +3.1% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling