+4,210.3%
KO vs CDNS
+5,926.8%
-1,716.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -0.8% | -7.2% | +6.4% | -0.2% |
| 30D | +0.8% | -14.3% | +15.0% | +2.0% |
| 3M | +8.3% | -27.2% | +35.5% | +11.2% |
| 6M | +14.0% | -4.5% | +18.6% | +13.9% |
| YTD | +26.9% | -9.0% | +35.9% | +27.0% |
| 1Y | +32.7% | -21.3% | +54.0% | +34.3% |
| 3Y | +63.9% | +19.6% | +44.4% | +57.5% |
| 5Y | +81.7% | +71.5% | +10.2% | +67.1% |
| 10Y | +183.0% | +1,036.6% | -853.6% | +117.4% |
| All | +4,210.3% | +5,926.8% | -1,716.5% | +2,077.2% |
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