+191.7%
COP vs CDNS
+72.8%
+118.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.9% |
| 7D | -0.8% | -9.2% | +8.4% | +0.2% |
| 30D | +15.6% | -16.3% | +31.8% | +17.6% |
| 3M | +14.3% | -27.9% | +42.3% | +18.3% |
| 6M | +17.0% | -4.3% | +21.3% | +16.0% |
| YTD | +47.4% | -9.1% | +56.5% | +46.8% |
| 1Y | +52.4% | -21.2% | +73.6% | +54.9% |
| 3Y | +20.8% | +19.4% | +1.4% | +11.4% |
| 5Y | +191.7% | +71.6% | +120.1% | +158.8% |
| All | +191.7% | +72.8% | +118.9% | +158.8% |
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 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