+606.1%
COST vs CDNS
+1,060.3%
-454.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | -4.7% | -10.4% | +5.7% | -2.3% |
| 3M | -7.1% | -24.6% | +17.5% | -0.8% |
| 6M | -8.5% | -1.6% | -6.9% | -10.2% |
| YTD | +5.4% | -7.4% | +12.8% | +4.5% |
| 1Y | -5.6% | -18.4% | +12.8% | -3.3% |
| 3Y | +68.5% | +19.0% | +49.5% | +47.5% |
| 5Y | +105.2% | +73.4% | +31.8% | +54.5% |
| All | +606.1% | +1,060.3% | -454.2% | +199.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling