+75.5%
ASML vs CDNS
+78.1%
-2.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.7% | +2.3% | +3.2% |
| 7D | -9.0% | -2.4% | -6.6% | -7.4% |
| 30D | -21.0% | -10.2% | -10.8% | -15.0% |
| 3M | -16.3% | -5.5% | -10.8% | -14.0% |
| 6M | -7.5% | -9.9% | +2.3% | -3.1% |
| YTD | +34.0% | +2.3% | +31.6% | +25.0% |
| 1Y | +39.3% | -1.4% | +40.7% | +33.6% |
| 3Y | +128.9% | +28.1% | +100.8% | +66.9% |
| All | +75.5% | +78.1% | -2.6% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling