+216.0%
C vs CDNS
+23.9%
+192.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.8% |
| 7D | +4.2% | +1.0% | +3.2% | +3.8% |
| 30D | +2.0% | -2.0% | +3.9% | +2.4% |
| 3M | -10.1% | -0.2% | -9.9% | -10.6% |
| 6M | +1.0% | -8.9% | +9.9% | +2.5% |
| YTD | +8.5% | +3.3% | +5.1% | +5.3% |
| 1Y | +25.7% | +2.2% | +23.5% | +22.3% |
| 3Y | +216.0% | +22.4% | +193.6% | +193.5% |
| All | +216.0% | +23.9% | +192.0% | +193.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling