+4,492.0%
COP vs CDNS
+6,098.4%
-1,606.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.6% |
| 7D | +3.0% | -14.0% | +17.0% | +5.0% |
| 30D | +17.5% | -13.2% | +30.6% | +19.5% |
| 3M | +13.4% | -28.9% | +42.3% | +18.0% |
| 6M | +17.7% | -4.2% | +21.9% | +17.3% |
| YTD | +46.6% | -6.4% | +52.9% | +46.0% |
| 1Y | +44.6% | -16.2% | +60.8% | +45.9% |
| 3Y | +20.7% | +20.2% | +0.5% | +14.3% |
| 5Y | +185.0% | +76.6% | +108.4% | +153.0% |
| 10Y | +347.0% | +1,029.7% | -682.7% | +211.9% |
| All | +4,492.0% | +6,098.4% | -1,606.4% | +2,445.3% |
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 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