-5.9%
COST vs CDNS
-16.8%
+10.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.5% | -6.5% | +4.0% | -2.8% |
| 30D | -4.4% | -13.0% | +8.6% | -5.1% |
| 3M | -8.1% | -26.0% | +17.9% | -9.5% |
| 6M | -9.2% | -2.8% | -6.4% | -10.0% |
| YTD | +5.1% | -8.8% | +13.9% | +4.1% |
| All | -5.9% | -16.8% | +10.9% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling