+4,615.1%
COP vs CDNS
+6,872.6%
-2,257.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +0.7% | -0.1% | +0.8% | +0.6% |
| 30D | +0.2% | -5.5% | +5.7% | +0.7% |
| 3M | +10.2% | +0.5% | +9.7% | +9.6% |
| 6M | +20.1% | -9.6% | +29.7% | +20.6% |
| YTD | +50.5% | +5.3% | +45.2% | +47.2% |
| 1Y | +56.8% | +3.4% | +53.4% | +53.6% |
| 3Y | +30.3% | +25.9% | +4.4% | +22.4% |
| 5Y | +126.8% | +85.8% | +41.0% | +99.6% |
| 10Y | +325.0% | +1,199.9% | -874.9% | +190.4% |
| All | +4,615.1% | +6,872.6% | -2,257.5% | +2,465.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling