+11,573.1%
COST vs CDNS
+5,926.8%
+5,646.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.8% | -7.2% | +4.4% | -1.5% |
| 30D | -5.3% | -14.3% | +9.0% | -2.8% |
| 3M | -6.7% | -27.2% | +20.5% | -1.6% |
| 6M | -9.9% | -4.5% | -5.4% | -10.3% |
| YTD | +5.1% | -9.0% | +14.1% | +5.2% |
| 1Y | -7.3% | -21.3% | +14.0% | -5.0% |
| 3Y | +70.4% | +19.6% | +50.8% | +58.9% |
| 5Y | +104.4% | +71.5% | +32.9% | +76.8% |
| 10Y | +609.0% | +1,036.6% | -427.6% | +334.7% |
| All | +11,573.1% | +5,926.8% | +5,646.3% | +3,686.2% |
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