-5.7%
ASML vs CDNS
-11.3%
+5.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.5% | -3.8% | -6.9% |
| 7D | -19.0% | -9.1% | -9.9% | -15.5% |
| 30D | -25.9% | -13.4% | -12.6% | -21.5% |
| 3M | -19.1% | -7.6% | -11.4% | -16.1% |
| 6M | -5.7% | -11.9% | +6.2% | +2.9% |
| All | -5.7% | -11.3% | +5.6% | +2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling