+120.5%
COP vs CDNS
+82.5%
+37.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -6.1% | +2.4% | -8.5% | -6.3% |
| 30D | +1.1% | -6.0% | +7.1% | +1.6% |
| 3M | +10.9% | -0.1% | +11.0% | +10.6% |
| 6M | +20.8% | -8.6% | +29.3% | +21.2% |
| YTD | +48.0% | +6.1% | +41.9% | +44.7% |
| 1Y | +58.5% | +0.8% | +57.7% | +56.1% |
| 3Y | +28.1% | +26.8% | +1.3% | +17.8% |
| 5Y | +120.5% | +86.9% | +33.6% | +84.0% |
| All | +120.5% | +82.5% | +37.9% | +84.0% |
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